Not a stupid question but one with a lot of possible answers.
Let me point you to http://www.practicallynetworked.com you can find a world of info there.
The first two things that came to my mind were to name the workgroup on the webplayer workgroup (or change your PC to match the webplayer) and to enable file sharing. (Right-click on Network Neighborhood and select properties and you'll be within a few clicks of most all network settings)
Also if you bought a kit with two NIC's and a hub then you should use "regular" cat5 patch cables going from each NIC to the hub but with just two systems you can skip the hub and use a "crossover" cat5 cable (it's the same cable but the wires terminate differently to emulate going through a hub) Of course it sounds like you already bought a whole kit- which is good because it will make life easier when you add more computers. :)
Also how are you going to get the drivers onto the webplayer? Crack the case and plug in a hardrive? If that's your plan you might try just plugging in the USB NIC and pressing cancel everytime Windows asks for files from the W98cd (you have to do this like 15-20 times) And then seeing if it works.
OH! I almost forgot if your PC is booted into W2k then when you connect to it from the webplayer you will be prompted for a password. The solution is to either enable the "guest" user account on the W2k machine or else to create a user account with the same name as the windows login name on your webplayer (which if you used the famewolf image is probaly famewolf's name. R.P. :)
I'm sure I've missed a bunch of stuff but Practicallynetworked probably has the answer.