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you can, but you need a specialised splitter called a router.
in simple terms...
A PC isn't like a phone where the connection only exists as you are talking on it. A pc while turned on communicates all the time. A lot of this while you aren't browsing or using a messenger is this
PC - You there?
Internet - Yup
when you are transferring data it becomes more complex
PC - "Thanks for data block 1"
Internet - "ok, here is 2"
ok, now if you link 2 machines the problem occurs (without a router that is)
PC1 - Thanks For block 1
Internet - Here comes block 2 then
PC2 - huh? what happened to block 1?
PC1 & Internet - Huh?
(this is GREATLY simplified and doesn't address IP address issues)
a router organises this properly
Internet - here is packet 1
Router - ok, PC 1 you wanted this, here you go....
PC1 Thanks
etc etc etc
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