Is it possible to have 2 network cards in 2 different PC's and use them both with load balancing for the same connection?
What I wanted is to get close to 200Mbps in a 100Mbps switched LAN for windows file sharing (so using only one connection).
Is this possible? And if so, what configurations I need to do?

You can do it, but the NIC's have to be able to load-balance and have drivers to provide this. And you need a switch which can be configured to support it. But why bother when you can set up a 1Gb LAN with single interfaces.

because a 1gbps switch is kinda expensive... but according to your answer I would need new network cards, so it's still expensive...

A 100Mbit switch capable of load-balancing interfaces is more expensive than a 1Gbit switch. Unless you have a reason for load-balancing such as redundancy the 1Gbit solution is usually cheaper.

I agree with calyn. I just bought a gig switch for under $50 (8 port). That would allow you to have 200 meg throughput (100meg each way).