The easiest way to setup a small ethernet network is to buy one of the kits that have a small hub and several cards and cables. DLink, Hawking, and others can be had for US$80-100 at discount retailers. If you have all Pentium class PC's, you will want spend an extra $10-20 and get 10/100 PCI cards in your kit.

Unless your machines are chock full of cards and don't have any spare IRQ's, it should be a very simple installation for Win9x. WinNT is slightly more difficult and MS-DOS is a PITA. After the cards are installed, run the cables to the hub.

Be sure to enable TCP/IP in your Network Settings. Choose IP addresses in the range of 192.168.0.10 - 192.168.0.99. This will make things much easier if you add an internet sharing router/firewall in the future.