A crossover cable is one in which some of the wires are interchanged at the pins, whereas a straight-through cable has the same order of wires at each end. Look at this picture and carefully compare the colour of the wires at each RJ-45 connector.
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The green-stripe wire and the orange-stripe wire are interchanged, and the green wire is interchanged with the orange wire. The other 4 wires are the same at each end.
Your local computer shop may have such a cable readymade or you can ask them to make it for you. It will take only a few minutes.
The cost will depend on the length you need. The wire itself (CAT5 cable) will cost around Rs.10 per meter and the jacks will be Rs.5 or less each. They will also have to charge you the cost of fitting the jacks. For, say, a cable of 2 or 3 metres, the cost should be Rs.100 or less. I suggest you ask the price first before ordering it.
If you have Gigabit (1000Mbps) ports on both computers, one advantage of connecting them directly is that the transfer speed will be much faster than going through the modem-router unless your router is also a gigabit model.
I get sustained transfer speeds of 40-50 MB/sec on my home gigabit network while the best that can be achieved with a 100 Mbps network is about 8 MB/sec.
