How do you connect a computer with vista directly to ethernet?

so ive been using windows xp forever, and my cousin gave me a computer with vista on it. How do i connect it directly to ethernet, when I go to network and sharing center, i click on set up a connection or network. I get 5 different options, connect to the internet which has two sub catagories, connect to a wireless network or dialup, the next option is set up a wireless router or access point. The next is manually connect to a wireless network, the next is set up a wireless ad hoc, and the last is set up a dial up connection. None of these when clicked on lead me to believe I can set up a direct ethernet hook up from the modem to the computer. Anyone know how to do this on vista?