When you say XP documents do you mean Word documents, and that sort of thing.
If so there are three main ways:
1) Do as postdog says and get an external hard drive (plugs into USB port). This does have a fair cost involved if you dont need a larger hard disk.
2) Buy a small USB memory stick. They look like this
http://www.travelizmo.com/archives/Io-CELL-C2- platform.JPG
They can cost between �10 to �20. They plug into your USB slot.
Put it in the XP computer, copy the files to the USB stick, then put it in the Vista computer, and copy files off the stick onto the Vista hard disk.
3) If you have a rewriteable drive then back up your XP files to a CD or DVD. Then put in the CD or DVD in the Vista PC and copy the files off the CD or DVD onto the Vista hard disk.
I think option 3 is best because you then have a permanant backup of your files. With option 1 or 2 there is a risk the files could get deleted off the external hard drive or USB stick so it is not a permanant backup.
Making a backup to CD or DVD on a reglar basis is very important in case your computer crashes or maybe is stolen.