You can but a twisted network cable from any computer store. Most places call it a cross-over cable.
However if you are lazy:
http://www.newegg.com/Product/Produc...82E16812117810
for a 25ft
or:
http://www.newegg.com/Product/Produc...Desc=Crossover
for a list of all cross-over cables.
I choose newegg because they are normally the cheapest and it was easy for me. I'm not trying to advertise here. (Bestbuy had a 25ft regular cable for like $30 in the store)
It wouldn't be hard to set up. Just make both the Xbox and the computer have a static IP and then (like the post before me) log in to your xbox via FlashFXP or SmartFTP.
Now if you mean hard to set up as in hardware wise, just plugin the xbox in one end and the PC in the other. If you have a router the process is slightly different in that your comp is in port 1 (or whatever) and your xbox in port 2 (or whatever) and they don't use crossover cables but regular CAT cables. and each the comp and xbox use different cables.
Also why do you want to patch xbox games. Arn't they normally like ok.
P.S. Newegg Ships to US only and is the cheapest place I could find (i think)