Unless you're planning to physically pull your HDD from your computer and put in into an external caddy with USB adapter you will need some other medium.
a flash drive typically works well
other options is to get an actual external hdd you can use it for backups later
or you could also get a crossover cable, hook the two computers up and transfer files over lan
or if you got a home network set up (wired or wireless will work) just share the folders you want to transfer to your laptop and copy them over the network to your laptop hdd
Oh, I'm sorry, I misread the original post. I thought he'd said it was an external hard drive. AntiZig's recommendations are good choices. There are also cloud computing solutions like Dropbox if you're dealing with small amounts of data. You can use the following link if you're interested in dropbox: http://db.tt/4DDAfto
(yes it's the link that will give me extra space due to a referral, but it will also give those who use it extra space as well.)