put your laptop on top of the desktop. Osmosis might occur.
I'd go the networking route.
If you don't want to use the router, use a cat5 cross-over cable, as was mentioned here. Then you can go straight from the network card of the desktop to the network card of the laptop. If you are running winxp, it should be quite easy to set up, almost automatic. If you chose to go through the router, you just need another cat5 cable (non x-over) to go from the router to your laptop.
if you have any questions while setting it up, just pm me.