Connections between two computers

Sir,
I have two computers and one with windows 2000 (R01 – Name of the computer) and other with windows xp (R02 – name of the computer). I am create a connection from R02 computer to R01 via modem (dail up) and vice versa. But if I want to act my connection from R01 to R02 via modem, I detect a screen from R01 need the user,password and the domain from R02 and not get the connection. But R02 not in domain that in a Workgroup

Please help me how solve this problem.