Fast connection between two computers

I have an issue where accessing large data files on our network is really slow. It does not appear this situation with the network will change any time soon. There are only two computers that need access to this data and they are within 5 feet of each other. Is there an option where I can put the data on one of the local drives and connect these two computers directly so that both computers have reasonably fast access to the data?

My system:
P3 500 MHz
245M RAM
Windows NT 4.0 sp5

Thanks,

Phil