YOu could use another protocal like IBX but why?
TCP/IP is just fine and you don't need to be connected to the internet to use it.
A crossover cable will work fine but a hub of some sort is preferable:
On most windows based machines some form of the following will get you to the right place.
Start-->Control Panel-->Network Connections
Right Click on "Local Area Connection" choose properties.
Highlight TCP/IP and click the properties button.
Click on STATIC IP.
give the first computer
ip address of 192.168.1.1
subnet mask of 255.255.255.0
Dont worry about Default gateway since you will have no use for ARP don't worry about DNS servers either.
On the second computer:
IP address: 192.168.1.2
subnet mask 255.255.255.0
no default gate
no DNS servers
Plug in that cross-over.
Now: to make life easy, you can set both computers on the same domain or workgroup, and give each one a unique name (comp1 and comp2 or bob and mary, doesn't matter) tghen turn on your file and printer sharing (all of this is in control panel, or in the options of the folders or printers which you wish to share.
What you ant to do is possible. but TCP/IP is the way to go. you don't need an internet connection to use Internet Protocal.