ehm depends on it what kind of pc, laptop, netbook you're currently using.
for a pc its easy you can insert a new HDD (SCSI, IDE, SATA(, RAID)) and transfer the files.
a laptop can have multiple hdd's but most will need a pc-card for that to use them
netbooks on the other hand have only space for 1 hdd but if you have a USB-HDD u can connect it with every typ of computer system.
if you have a OS system its as simple as select and drag the files to the other HDD.
see what u can do with this information.