I'm going to assume you are using Windows XP. Instructions for other Windows OS's are similar, but their may be minor differences.
Go to Start>Programs>Control Panel
Double Click on Network Connections
Right click on Local Area Connection > click Properties
If you have more than one Local Area Connection, once you click on Properties, it will tell you at the top which adapter you are using.
Highlight the Internet Protocol (TCP/IP)
Click Properties.
In the first section, the Obtain an IP Address automatically radio button should be selected.
Click the Use the following IP address radio button.
In the space below you will have 3 rows of items. Set each row as follows on the first machine:
IP address: 100.100.100.1
Subnet mask: 255.255.255.0
Default gateway: leave blank
Second machine:
IP address: 100.100.100.2
Subnet mask: 255.255.255.0
Default Gateway: leave blank
Hit Ok.
By default you should have File and Printer Sharing for Microsoft Networks in the list with Internet Protocol (TCP/IP). If you don't, it's simple to add.
This is from the Local Area Connection Properites window:
Click on Install
Select Service > click Add
Select File and Printer sharing for Microsoft Networks
Click ok and follow the prompts.
After you have completed everything above, reboot both machines.
Once you are back in Windows, pull up Windows Explorer on the machine that has the data you want transfered.
We will first have to share the folder the data is in so the other computer can use it. You have two options here. You can copy everything into the Shared Documents folder, or you can share the drive the data is in. I prefer sharing the drive, so here are the instructions.
I will assume the data is on the C: drive.
Right click on the C: drive.
At the top, you will see a tab called 'sharing'. You will only see this tab if File and Printer sharing is active under Local Area Connection Properties.
Depending on your OS, you may have a link saying, do this at your own risk or something like that, just click it. If you don't have that, you will have a window showing the drive is probably already shared. You want to click on do not share this folder, hit ok, and reboot.
Once you have rebooted, go back to the same spot, then click on share this folder.
If you have any specific trouble with it, just respond here and I'll answer ASAP.