Can I connect 2 PC's without any internet involved?

Hi everyone,
I was wondering if i can connect my older PC with my new Laptop somehow, can I do it with a phone line?
Do you think that if I connect the 2 with a phone line, each side of the line in each PC, I can play Call of Duty or CS in a multiplayer with my brother, but without any Internet at all?

Tnanks mates,

You need a crossover cable or a normal patchcable when bot computers have GIGAbit connections.

All you need in a hub/switch and some regular cat 5 cables.
I have a Netgear 10/100/1000 5 port switch and it works great.
Your computers will look for an IP address for a little bit but after they cant find one an assign themself the default windows ip you will be networked together.