Fastest way (once you've set it up) is to network the two -- either by ethernet cables via a router or directly with an ethernet crossover cable.
Enable file sharing on relevant folders. Turn off firewalls on both computers. Make a careful note of both machines names (Control Panel, System).
Follow the networking wizard to My Network Places and Create New Network Places.
If all this seems too much -- just fill memory stick or burn a CD/DVD of the files you need to move.