caveman, this would be a good opportunity to get into networking....
I'd recommend getting at least a small switch, and 2 cat5 cables, plug both into switch....with this configuration you'd have to put cable/dsl router into a 2nd nic on your desktop and do ICS....
or get a cable/dsl router that has a small switch build into it, and then connect both desktop/notebook into that. this is the beginning of a nice little home network. make sure both pc's have the same user name and password and that sharing is enabled, and transferring files couldn't really be any simpler.....and you can do this transfer anytime you'd like, as opposed to some of the reply solutions provided.