networking

I have 2 PCs accessing the internet through a router, both are running Windows XP PRO, but I can’t get them to copy files through a LAN. What do I do to enable this feature. One has a PIII 1GHz, the other a celeron 2600GHz. the Celeron 2600 is connected to the router with a USB cable. Is that a problem, should they both be connected to the router with a RJ45?