are you on a network? If so, then just share the folder on comp1, and then copy them over to comp2...you can share by right clicking on the folder and going to "sharing and security"...
if you want to use ethernet (which is basically requiring the RJ-45), you'll need a crossover cable. if you remove the 'ethernet' from your requirement, then you'll have alot more options. there's the bluetooth way if both PC has bluetooth (slow though). there's the firewire method (much faster than ethernet).