A cheap switch won't do the job if the traffic of interest is unicast. In that case you want a switch that can be configured to mirror all traffic to a specified port, which generally means you want a slightly more expensive managed switch. I have a GS108E on my bench for this purpose, which is the 8-port version of the switch Kjelt recommended. Alternatively, you could use a hub--if you can find one, that is.
Crossover cables are not usually required these days--even 100Mb phys usually support auto MDIX. So you can usually just plug the device straight into your PC if you've got an ethernet port available. If not, USB-ethernet adapters are fairly inexpensive, as are PCIe NICs.