I am trying to network 2 computers directly to each other. (i.e. the network cable is plugged directly from one NIC to the other.) I'm trying to run one of the machines as an FTP server. These are the only network connections either machine has; neither is connected to the internet or to a router or something like that. Since there's no DHCP I've been assigning the IP addresses manually (using ifconfig), but I can't access the FTP server remotely. NMap replies that all 1000 ports on the opposite machine are filtered. Neither machine can ping the other.

Both computers run XP normally (Slax is a LiveCD), so I tried booting into Windows. In Windows, both machines can ping each other (so I know that the cable and both NICs work.)

Does anyone have any advice?

I am not sure exactly what to do here. But I know there are different ways to set up a peer to peer network
I think the easiest could be is to use a cross over cable for a simple peer to peer connection.
"
A Cross Over cable is a special Ethernet cable with the sending and receiving wires switched on opposite ends. When two computers are connected with this cable in the normal RJ45 port, you have the ability to create a local workgroup style network between the two machines. This of course is not a replacement for a normal network connection, but can be a great way to 'hop' large files between two machines.
"
http://www.razertech.com/edge/hardwa.../crossover.htm

I hope this can help. =)

Also try configuring the host file and make sure the ports / services are enabled for FTP.
/etc/inetd.conf (I think that's the location).

Purchase (or make it yourself if you've got the tools) a "crossover" Ethernet cable. They are usually less than $10, and they act as like a "single port" switch.