I dont know where you two came up with wireless... sounds to me like he has a cable modem connected directly to two computers. cheyenne has the right idea telling you to get a router. This will at least provide a level of routing to help protect you.

As far as RDP that is not installed on anything newer than XP (outside server OS). So you dont need to worry about disabling that. Until you purchase a router I would at least install some software based firewalls. If you do a search on this site it will provide you with a list of firewalls. try Zone Alarm or something else.