Is there any way to save a computer to computer network?

This is probably a completely n00b question, but I was just wondering if there is any way to save a computer to computer network connection set up using Airport between 2 Macs? I'm able to actually set up a network between my housemate's Mac and my own, but once I shut down and restart my Mac, the network is gone and you have to set it up again.
Any help would be appreciated.

Thanks, Mark