Ok click on the system tray icon of your lan connection. go to details. and see your network card's IP address.
Open command prompt and try to ping that IP from the other PC.
ex: ping 169.254.13.115 -t
If you want to configure your own IP address so that it shows the connected dialogue then
Go to network connections in control panel. right click on local area connection-> properties.
Select INternet protocol and click on properties-> use the following IP address.
Enter 192.168.100.2 and subnet mask 255.255.255.0
Same for other PC but the IP address should be 192.168.100.3
The following is needed if you cant see the network icon in systray after connection is established.
Go to network connections in control panel. right click on local area connection-> properties. check the box next to 'show in notification area when connected.