You will need a twisted pair lan cable and a nic card in each computer. This is the simplist way if you run xp pro, after connecting just run the home networking wizard in my network places. Hope this helps? Soulhustler
Before I had a wirless network I used a 'SmartLinq' USB cable to connect the laptop to the desktop. I bought the cable from Maplins. It opens up like Windows Explorer and you can just copy and paste or drag files from one pc to the other.
Has your laptop got an infra red port ? If it has then all you need is an USB-IrDA device from PCW or such, Belkin Smartbeam for example which plugs into the USB on the PC and with the included drivers/software allows the laptop & PC to communicate wirelessly