I don't have the time to walk you through the steps to setup such a network but I'd answer your second question. I think i already helped someone with the same problem earlier this year so do a search and you should find something.
Now, to answer your second question, a connection using dial-up, or for that matter, CDMA will not be fast. Especially if you wanna transfer big files. For less than 1K a month you can get a broadband internet connection and then use it for the same.
Just to get you started, the program you should use is a windows inbuilt application called HyperTerminal, you should find it under Accessories>Communications. If you don't, go to add/remove programs and install it. There are lots of other freewares that will let you do the same thing.
