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If you want to connect two or more computers together on a lan you will need either a cross-over cable, network hub, a network switch, or a wireless switch. Cross-over cables are not used as much now that people have started building their own home networks. So assuming you have a home network, each PC you want to connect to the lan will have to have some type of network adapter being it a ethernet card or a wireless card or even a bluetooth adapter.
These computers will attach to a hub or switch. This component will then route the traffic to each PC as needed. There are many companies that make network cards and hubs. Personally I prefer Netgear for the fact that is very easy to set up compared to many. A lot of people like Linksys but there have been confirmed security issues with them and until Cisco (who recently bought them) has been able to fix the product line, I will not recommend them.
The basic steps to setting up a home network are the same as when connecting multiple computers on a lan. Each computer will require some type of network adapter being it ethernet or wireless. There must be some type of hardware that will route the network traffic to each computer be it a hub, switch, router.
Some might even with to know how to secure wireless network. Well honestly in the bigger picture, securing your network will has most of the basic steps at least on a core level. Most important is making sure you have a firewall running on your switch that connects to your DSL or Cable connection. This way at least your overall network is covered from outside attacks.
Secondly you need to manage your PCs correctly by making sure they have Virus Protection and are kept free of spyware and adware. For a secure wireless network you will need the same stuff but must make sure that you lock down the wireless switch you purchased by encrypting the wireless traffic with WPA. This way people will not be able to connect to your wireless switch and bypassing your firewall, etc.