The wired connections are to your NAT routers switch, so you already have a LAN. You can use NFS or Samba to share files.
You also need to open the needed ports in the computers' firewall. Ubuntu may have a configuration for both, to help you configure them.
For samba, install the "samba" and "samba-client" packages. I would also recommend installing the "samba-doc" package if you have it. the "Samba 3 by Example" book supplied is excellent. It has examples you might want to use.
Another way to configure samba is to use samba swat. It is samba's web configuration interface that is installed with samba. You need to enable it. You can do this by either deleting the "disable = yes" line from the "/etc/xinetd.d/swat" file, or by running "sudo chkconfig swat on". Then point your web browser to: "http://localhost:931".
Here are the firewall ports you may need opened. 2049 is for NFS. The others are for samba. They might be opened for you when you install the "samba-server" package. Note that some are tcp port and other are udp ports. Forgetting to enable the udp ports can cause browsing problems.
Code:
> nmap hpmedia
PORT STATE SERVICE
139/tcp open netbios-ssn
445/tcp open microsoft-ds
2049/tcp open nfs
137/udp open|filtered netbios-ns
138/udp open|filtered netbios-dgm
139/udp closed netbios-ssn
Good Luck!