Trying to transfer file via Ethernet Cable - but failing. Why?

Hi,
Many thanks for your attention.
I am trying to transfer a small file from a MacBook Pro to a Mac.
What step am I missing?
1. Both Macs on. On both Macs, Airport is turned off.
2. A Crossover Ethernet Cable plugged into both Macs.
3. Under System Preferences/ File Sharing is turned On in both computers.
4. Don't know if this is necessary - but under System Preferences/ Security - Allow all Incoming Connections is checked.
5. On the computer that I want to receive the file:
Under Finder/ Go/ I select Connect To Server
6. Then I click the Browse option.
7. The 1st Computer's icon appears in a window.
8. I click on the icon.
9. For a few moments, it says - "Connecting - "
10. But then after a few moments - Connection always Fails.
Followed these steps via other Posts, but they must have neglected to mention a step I am missing.

moonlightcaravan wrote:
Second, seeing "connecting" and connection failed is normal. You must click on "Connect As" in the Finder window and then enter the username and password for the admin account on the other computer. That should fix things.
Thanks for responding.
When does clicking on "Connect As" happen in the process above?
After step six? Seven?
After the connection has failed?
Is this the FInder window that shows the icon of the computer you want to copy the file from?
You should see "Connect As" in the Finder near the top right of the window as shown below:
!http://blog.brothersoft.com/wp-content/uploads/2008/11/howto_copy_files_to_or_from_your_iphone02.jpg!

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