I can tell you that is *not* a crossover cable - it is a "Straight Through" normal cable (notice 'Straight' in the title).
Richard Smith :p or any electorics/computer shop should have them in stock in varying lengths.
A few things to keep in mind:
1. How is your modem connected to your PC? Ehternet or USB? If it's Ethernet, does your computer have a 2nd Ethernet port to connect to the laptop?
2. Do you know your networking basics? If you use a direct crossover connection, you don't have any DHCP server (unless you set this up on the computer), and you will to pick IP Addresses, etc manually.
3. You'll also need to setup 'Internet Connection Sharing' in Windows. There's no point asking us about setting all this up, as a Google search will be just as effective.
How about?
Have you considered buying a cheap network switch from a PC store? You could connect the modem into the switch, then connect both PC's to the switch.
ethernet switch, Laptops Computer Peripherals, Consumer Electronics items at low prices on eBay India