If both your PC and laptop have an Ethernet port:
then you can get a crossover cable (they sell these at like Best Buy, RadioShack, etc) and plug one end into your laptop and the other end into your desktop. Then share the folder you want to share on your PC (right click on the folder, click Sharing, and check the Share this folder button). Then, on your laptop, go to My Network Places or Network (depending on if you have XP or Vista, it's called different things). Then you can drag files and they will be copied over the network.