MAD wrote:
Hum... Using a null-modem cable will probably slow things down, won't it?
Correct. Any transfer will only go as fast as the slowest link the connection ("a chain is only as strong as its weakest link" rule). So, you could be on a T3 line, but if you're downloading from a web site that runs on a 56K modem (extreme example), your transfer will only get up to 56K speeds.
@ JJ,
For your network question, seach on Google for "Windows XP null modem internet connection sharing" (withou the quotes), or variations of that.