How to create a private network for 2 VMs across different VM host?

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http://serverfault.com – I have 2 VMs running on separate Hyper-V hosts. I want to create a private network so that the 2 VMs can talk to each other but they cannot access the external network. I know VLAN would be one option. But my switch doesn't support VLAN. Can I find some software which acts as a network bridge to connect these VMs? (HowTos)