Share a folder on one of the systems and then just plug them in and wait a little while. Windows will usually have the shared folder come up under "My Network Places". If it does not you will have to make it see the folder manually:
1. Open a command prompt (Start -> Run; "cmd.exe")
2. Type "ipconfig"
3. On the other computer open My Network Places, click "add a network place", then Next, then "Choose another network location."
4. Type \\\\[ip address]\\[folder name] and then click next.
Your folder should now be visible and you can just drag and drop files as if it were a local drive!