Can I use Direct Cable Connection with Windows 2000 ?

Can I use Direct Cable Connection with Windows 2000 ?
or
How to set Direct Cable Connection with Windows 2000 ?

To use Direct Cable Connection, carry out the following procedure:
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1) Click the tab of [Network and Dial-Up Connections] from [My Computer] -> [Control Panel].
2) Double-click [Make New Connection] on the window of [Network and Dial-Up Connections].
3) Click the [Next] button on the window of [Welcome to Network Connection Wizard].
4) Select [Connect directly to another computer] on the [Network Connection Type] window and click the [Next] button.
5) Select either [Host] or [Guest] on the [Host or Guest] window and click the [Next] button.
Note: When you connect 2 computers, assign one computer to [Host] and the other to [Guest].
6) Select [Device for this connection] on the [Connection Device] window and click the [Next] button.
7) Select [Users allowed to connect] on the [Allowed Users] window and click the [Next] button.
8) Click the [Finish] button on the window of [Completing the Network Connection Wizard]. In the column of [The connection will be named], [Incoming Connections] will appear.
9) The [Incoming Connections icon] is created on the window of [Network and Dial-Up Connections].