1 - U must have Lan card installed on both computers.
2- make a crosslink cable and connect both the PCs through that cable - either make it your self or go to any local computer shop theyll make it for you tell them you want crosslink cable (it wont cost much)
3- when the two computers are connected through cable you could see the small computers beside the clock connected - double click it - click properties - on general tab window click internet protocol (TCP/IP) then hit properties - on that window select the option "use the following ip address" then give the ip address "192.168.0.1" and the other computer give "192.168.0.2" - click on the subnet mask field and it will automatically get the value "255.255.255.0"
4- go to start - click run - type "ping 192.168.0.1 -t" if u get response then u have successfully connected both computers - other wise it would be written "host unreachable", if not then most propably you have done something wrong or i couldnt make my self much clear
5- if the ping is successful start the game go to the multiplayer and lan ( now i dont know wat the screen looks like for red alert 2 because i havent played it in multiplayer) but i think it will be same as CNC Tiberium Wars ( which i have played in multiplayer) create a game and it will take you to next screen which will be like chat room - on the other computer click join a game give the ip address of the computer on which u have created the game - if it joins you could both see each other on the next window - there should be a button play game hit it and it will synchornize both computers and there you go enjoy ( if you are succesfful that is )