UncleBooBoo

I would recommend using nothing more than a cross over cable!

It's cheap and very easy to setup.

All you need is a network card in both machines, But you will have to use a usb connection with your cable modem. If you do not want to connect your modem via usb then you will have to add a second network card to the computer that is going to have the modem connected to it. But as you said you don't want to have to open up the computer so really this means the modem will have to connect via usb.

Just run the network wizard on both machines and your away!

The only draw back to this method is that the computer that has the modem attached to it will need to be switched on in order for the second computer to be able to connect to the net.

But as I said this is a dirt cheap way of doing it as there are many ways to setup a home network in order to share files/folders and internet connection etc.