As long as both machines are set to use DHCP (which I believe they are by default) they will both use the router as a DHCP server, get network addresses at boot, and connect without incident.
You will also need a straight or "patch" cable as opposed to a crossover cable. These are under $5 and probably less at the show. You can tell if it's a straight through cable by holding both ends side by side and compairing the colors to locations. Straight will be the same and crossover will be mirror image.
If you wish to set up simple file and printer sharing it is a little more work but again not much.
P.S. at the show stay away from REAL cheapie, no-name stuff. Look for a brand name like Linksys, D-link, Belkin, etc. Also DON'T pay too much for it. I have seen this commonly lately at a few different computer shows. Vendors selling open box or used junk at full retail price. Check some prices at a store near you and don't pay more than you could retail.