There are two of us in our office and I was wondering how people shared a network - is there special software you have to buy? What is the best way to set it up?

We just bought a small device that we put into one of the PCs into a USB port and it allowed us to share an internet connection if that is what you are talking about

We do the same we have a little device called Netopia and it allows us to have one internet connection and through this device we are able to set up another pc to share the same connection.

Below is an article which describes how to network the PCs:

Small Office Networking Fundamentals