Win98/XP local network.

Before I disconect my LAN and try to connect my 2 PCs via a crossed RJ45
cable, I would like to be sure there is no pbm to do datas transferts btw
these 2 OS? all the HDs are in FAT32.
2nd question, I think Norton firewall need to accept access to the IP of
both PC to do the local network, is it not dangerous for external Internet
access, I mean ppl from other PCs who try to access your own (like trojan,
backdoor or so on) I don't know if the IP is the same or not (sorry if this
question looks stupid LOL).Is there a tut but I don't have a router or hub
only the RJ45 btw the 2 PCs.
Thanks,
Michèle & Teddy,
FRANCE ~ EUROPE