It's possible, but I think you'd need some software to mediate for you, although I've never done it (or heard of it being done). I did a quick search on Google, but didn't find any free...(not to say there's not, just not as obvious as some).
Wireless works great, and best of all if there's anything sizable, Ethernet. A nice crossover cable and you're good to go. (Or over his own local network, if he has one.)
Then there are CDs, DVDs, but those are tedious to use...for me anyhow.