hi...i bought the cable RJ-45 for the xbox to connect to internet, and it worked, but if i want to connect the xbox to my pc does this cable still work for that?...i heard something about a crossover cable, is this the same one?
and is there a guide on how to make the ip changes in xbox and pc without a router?

yes the yellow cable you have is the cross over cable. You will need it to connect to your computer and then have your computer connect to the internet if you are trying to play your backups online. you don't have to change the ip addy, just have your computer to have it set to automatic and you should be fine. You will have to change it back when you want to connect to your computer when you are trying to back up your games.