What "fatal error" do you get?
You have to assign a manual IP to both computers, e.g. 192.168.0.2 for the PC and 192.168.0.3 for the Mac. The subnet mask should be 255.255.255.0 on both computers.
You can then look if the connection works. To do that, open the Terminal on the Mac or the Command Prompt on the PC and type "ping -c 4 192.168.0.2" (on the Mac) or "ping 192.168.0.3" (on the PC). After some time, you will get a message like:
4 packets transmitted, 4 packets received, 0% packet loss
or if the connection doesn't work:
4 packets transmitted, 0 packets received, 100% packet loss
When the connection doesn't work, maybe the cable is defective.
P.S.: Of course you can use a cross-over cable, even if you should have that auto-sensing which makes cross-over cables unnecessary.