Set up a home network is the best long run way. Alternatively you could use a memory stick, but it's longer every single time. Home network through a router is harder to set up.
What OS are each system. If they are both XP, good, both Vista, good, one XP other Vista, will be hard but possible. Remember to put encryption on your router, otherwise people can get into your network.
Vista:
Start->Control Panel. Set to Classic View [I dunno normal, can be temp], and select "Network and Sharing Center". Then turn on:
1) Network Discovery
2) File Sharing
3) Public Folder Sharing
Then turn off Password Protected Sharing.
XP [Not on XP, I'm guessing].
Control Panel, Classic View. There will be some Network Setup Wizard.
To transfer between both OS, you need to have the Workspace name the same. XP default is Home, Vista is Workgroup, or something. In the XP wizard you'll see a place to put the XP workspace name. In Vista, it's Control Panel->System [assuming classic view], Advanced System Settings, Computer Name tab. Hit Change.
You can access the public folders in Vista: Start->Network, and XP...somewhere. Start->something too, you'll figure it out. Go to the one with the music and dump it to the public folder of your laptop.
If you only want it once...Memory Stick or two AIM accounts and send a file. Hehehehe.