Of cource you can, but only with windows xp (as far as I know). Go to start>control panel>networking and internet connections>setup or change your home or small office network.
I havnt done this in a while, but I KNOW you can network though usb (my first pc got the internet through a usb connection to my dads pc). Do the setup, and check the appropriate boxes (I think at one point you have to check "ignore inactive devices", or something like that), and then when it sais to burn a cd, do so, and run the setup on the other pc. Post back how it goes.
I also remember somewhere in windows 2000 there as the "setup alternative network" where you could setup a network through serial, usb, ir, and a couple others.