yes you can. i did that between my gateway laptop and desktop. all you need is the 4 to 6 pin adapter. i got mine from microcenter for like 11 dollars. i bet that you can find it cheaper elsewhere.
That is a standard Firewire cable. The larger 6-pin port has power lines available to an external device for some uses, and you can get a cable with that sort of plug on both ends. But the smaller one, missing the power leads, is much more common on cameras, etc that neither provide power to another device, nor use it. So lots of store should have the 6-pin to 4-pin cables - these are widely used to hook cameras etc to computer desktops.
For purposes of file transfers, I'm not sure what software you would need, but you should be able to do it. Maybe if you're lucky Windows My Computer will just treat the external device as another drive?
