Oh man, Windows can do some really funny things when attempting to network together via a cross over cable. An important question might be if you are using Windows 98, Me, 2000, XP etc... for both computers. Using older versions of Windows may cause some unexpected hurdles to jump.
But here's what you'll have to do in a nutshell.
1.) You'll need to make SURE it is a crossover cable. I might be wrong on this, but "patch cable" is only used for straight through cabling. You can check to make sure your cable is crossover by examining the ends. Each wire is color coded inside and if both ends have the same orientation of colors, then you have straight through for sure. If the colors appear to be out of order, then you've got yourself a crossover.
2.) Assign IP addresses. Both computers require a unique IP address. The Windows networking wizard doesn't do this for you. I would suggest using something like 192.168.0.1 for the first computer and then 192.168.0.2 for the second computer. In the same area, you will have to enter the SubNet. Enter 255.255.255.0 and the gateway/dns information will be 192.168.0.1
3.) Enable Windows file sharing - You can find more information on how to do this on the net. Just search for it on google.
4.) Share the folders you are interested in accessing - You can usually share a folder by right clicking on it while browsing your files. In the menu, you'll get an option to share. This varies for each version of Windows though. Hopefully it won't get any more complicated than that for you.