Connection Problem

Hi,
I am quite new to networking and looking for a little help.

I am attempting to connect my PC to another using a crossover cable. The other pc is actually a firewall called smoothwall.
I am able to view pages on the other pc, but all to often i'll click a link and receive a page timed out error. Is the problem the crossover cable?

Also, If I just wanted to connect my pc to another regular pc do i need special software if not how would i see the other pc?

Thanks for any help.
ifyou could either point me in the direction where i could read up on situatios such as these or any experience you may have had would be fantastic....!!
Thanks again.