Googled that, I'm interested myself. From Wikipedia
Connecting any two computers using USB requires a special proprietary bridge cable; the usual USB-to-USB cable does not work as USB does not support such type of communication and attempting to do so may even damage the connecting computers as it can short the two computers' power supplies together, possibly destroying one or both machines or causing a fire hazard. Therefore, Direct Cable Connection over USB is not possible; a USB link cable must be used, as seen in the Microsoft knowledge base article 814982. However, with a USB link cable, a program which supports data transfer using that cable must be used. Typically, such a program is supplied with the USB link cable. The DCC wizard or Windows Explorer cannot be used to transfer files over a USB link cable.
But USB is slower than a typical network. If both machines are on a network, why not use that? (unless they both have USB 3.0, that is). If they are not both on a network, but both have network adapters, you can cable them to each other with a network crossover cable.
USB 2.0 is one of the slowest solutions available for this issue.