You should be able to install the basic MS networking protocols (tcp/ip, client for MS Networks, file/printer sharing) and set each box's IPs to 192.168.0.1 (XP, for example) and 192.168.0.2 (95), set the gateway on the 95 box to 192.168.0.1, reboot and you should be good to go. (Assuming your internet connection is to the XP box, not the 95)
You may or may not have to set up internet connection sharing in XP. If you do, I want to say that there's an option to have the networked computers connect via cross-over and have it automatically set that up on the xp box, then it'll offer to make a network setup disk that you can plug into the 95 box and run to set up the network settings there.
/L.A