How to connect two Computers with USB?

USB is an asymmetrical, master-slave interface: there is one host controller that handles many devices. Host-controller is a bus master: it initiates all transfers on the bus, thus requesting a reply from addressed device on other side. A host controller cannot work in a slave mode, i.e. as a device (you can still have a host controller and device controller connected to same physical port; this is called USB OTG, but is present only in some printers, cameras and PDAs. AFAIK, there are no PC USB OTG controllers), and therefore you cannot directly connect two PC's with USB cable.

So you need a special 'cable' that is really a device which behaves as a device to two host controllers. They are not very expensive; this one should work fine.