WinME is a piece of crap indeed but you don't need any special software. The $20 hub is nice if you never transfer anything between the computers except for the internet, otherwise it sucks because getting not even a full 10Mbps SUCKS when you're trying to transfer 20 gigs of movies
For anyone who doesn't know, which I discovered one recently, XP is just win2k with some added features, not many of which are important, but anything you can do on 2K you can do with XP.
(If you look at the version info on 2k it is Nt 5.0, on xp it is NT 5.02 or something like that, so it is the NT core.)
WinME is just 98 really messed up. REALLY messed up, your best bet is to install either 98,2k or XP on the other machine depending on its speed, because ME was just a thing to hold off customers until XP (because of the success of 2K)