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Today, i stumbled on a very cool feature that i didn't knew exists on the RPi. You can connect your RPi with an network cable directly to your computer without needing a router or switch. This works with cross and straight cables because the RPi will autoselect the right connection. Just configure a (temporarily) DHCP server on you machine and you are connected.

The DHCP server i used in Windows 7 was:
http://www.dhcpserver.de/dhcpsrv.htm

Nice, you could also set the Pi up with a static IP that matches the machine your connecting to.