Your best bet is to buy a NAS. That way you can just hook it up to the router and use a network share to access the data.
Most NAS also have the benefit of built in raid so you have the option of redundancy for your data as well.
Here is a 2 bay version on Amazon:
http://www.amazon.com/TRENDnet-2-Bay-Server-Enclosure-TN-200/dp/B00DIO9M1S
If the savedata is stored in the user-profile your best bet is to make use of folder redirection (My Documents???,Appdata???,Programdata??) and have both users point to the same location of the network share.
http://support.microsoft.com/kb/221837
You of course are not limited to keeping your save games on the NAS. You can store movies and watch between computers and the same applies to games etc. The NAS I listed also comes with DLNA support that allows you to stream movies to Smart TV's, game consoles, etc.