Question: direct connecting windows xp and windows 2000? 

Answer: Get a hub or switch.  Some can be had for very very little if you shop a bit.  < $10.  Then network them together.  Setup both in the same "workgroup" under the control panel, system, computer name.  Then share the drives to start putting data back and forth.
This question from the Yahoo Q&A forum is categorized in the topic: Society & Culture