Connect XP to a 98SE on satellite

I have recently gotten the direcway satellite internet service. I have it presently connected to my 2 yr old Window 98SE system. I want to link it to my other new Windows XP system. I was told I could just get a Special cable and run it between the two. I have done that, but not sure if it is all I needed to do. I put the software on the 98Se and all went well- even made the disk to use on the other machine. When I tried to install to the WinXP machine, it wouldn’t let me load it. Said something like this is not a Win 98 system.???? Any help is appreciated. I noticed on someone elses postings something about a router. ?? This is in my home and the two computers are about 30 feet apart in the same room. Thanks for your help!