Edit I think I figured it out. I need a cross over cable not a ethernet cable

 

Typically, an ethernet cable is composed of 4 pairs of wires. If the wires go straight thru end-to-end it is called a patch cable. A cross-over cable looks the same, but a couple of the wires are cris-corssed, thus the name.
If you had an RJ45 wire crimper, or know someone who does, you could make your own.

If you can find a local dealer that sells StarTech cables, you could get a pre-fab'd crossover cable.

 

Call KW-Surplus? or a rinky-dick computer store or electronic shop.

Best Buy would charge an arm and a leg. It's worth $5 bucks, they'll charge $20.

 

Most ethernet ports these days are auto-crossing. Depends on what you want to do...I rarely find the need for a crossover cable these days though I still always carry one.