How to connect a Desktop to a laptop?

How do you connect a HP Pavilion Slimeline s5610y PC or just a regular desktop, to a sony vaio laptop? so it could transfer files to each computer. I think it has something to do with a crossover cable or cat5 or cad5 cable. but could someone please explain how to do it? many thanks.

Update:

i got a wireless adaptor for my desktop already.

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