parallel port ...

I don't know much about this, so don't get mad if it turns out I'm telling absolute BS
You need a null-modem cable. Hook it up to a COM port on one computer, and of course to another COM port on the other computer. Then you need a program that can actually do this. As I recall, Norton Commander does this, and I imagine there are hundreds of others that do too. Norton Commander is fairly convenient though, since it's also a "file managing" program, so it's easy enough to understand.
Run the program, if possible, on both computers, but if it's only on one, it might still be possible - many such programs have the option of "cloning" themselves across the cable to the other computer. Once you get things running... Well, then you're on your own, since it depends on what program you're using.
BTW, I've only done this on DOS machines. I have no idea what to do on a Win9x machine. Never needed to, since just about every such computer I used had a network card installed.
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Alright, seems I am needed here, go to Start, Programs, accessories, and see if you have a shortcut for Direct Cable Connection, if you don't, you need to go to, *looking*, if its not there, you need to go to Add/Remove programs, and click on the Windows Setup tab, Its in there under Communications, somewhere. Good luck. Thats how I set mine up, and I got my info by writing a Mag editor, so, Enjoy!

I tried that once, but I would REALLY, REALLY, recommend getting two cheap network cards and some cable. IMHO that is easier. It might not be for you, though. If you have any problems networking my way, make sure your cards work! I learned that lesson the hard way. It sounds stupid, but you can waste a lot of time messing with a network card that is simply bad.