If they are both reasonably modern machines, they will have Ethernet ports, so you just need to link them with an Ethernet crossover cable and then run the network connection wizard
just go to a popular online auction site and type 'usb data transfer' in the search and you will have want you want and best of all it's less than a fiver.
another option is that you can use a standard usb flash drive they've gone up in capacity and down in price i.e 1gb < �20
i'd go for option 2, as
1. you can be sure it'll work on any machine
2. it can be reused and wont lie redundant after your transfers