A router will also work but only because it has a hub/switch on it.
It's the hub/switch that is important. IF you use a router , and are using IFA, you must switch of DHCP otherwise this will interfere with IFA (which uses BOOTP/DHCP internally). But if using yWeb, ftp etc. then this shouldn't matter.
Alternatively maplins sell a small dongle thing to turn a normal cable into a crossover one (although its not as cheap as I remember at £5!) could get a cable for that!