Plus a network cable between the 2 ethernet ports, set the appropriate IP addresss settings, and voila your connected. You can then either user the finders connnect to server function or turn on file sharing on the mac and access the mac shares from windows by typing \\youripaddress\username in the explorer address bar.
I highly recommend getting a dedicated gigabit ethernet card in your pc for this, it will definitely speed up transfers between the 2. Linksys has one for around $80 .
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