where do i have to set it? everything is automatic, im not good on this subject?
That'll be why.
If your machine is set to DHCP and not DHCP server is available, it'll fall back to APIPA and give you a 169.254.x.x address - they dont always work like they are supposed to.
Go into the card properties, highlight TCP/IP v4 and hit properties.
Change the radio button from "Obtain an IP address automatically" to "Use the following address" and set it to:
IP Address: 10.0.0.1
Subnet mask: 255.255.255.0
Gateway - leave blank.
Leave the DNS bit as you wont be using it.
Repeat on the other machine, except set it's IP address to 10.0.0.2.
On 10.0.0.1, setup a share of what you want to access (eg Music).
On 10.0.0.2, goto "Search programs and files" (the old run line) and type \\10.0.0.1\Music (or whatever you called the share above).
If you login to both machines with the same username and password, it'll just open the share. If not it'll ask you for a username & password. Enter the username and login you use for machine 10.0.0.1.
Job done