First off make sure file shareing is on both PC's. Now if you dont know where that is at going to Start Settings or Start Settings control panels. Go to networking etc etc right click Local Connection or something in that nature and go to properties. then you will see a dialog box. Now listen I dont have XP Client installed right now so I dont see it also I dont have themes so menus are a lot different. Once it is checked off. Go to the folder you want to share right click go to share this folder. Sorry for a glob of a paragraph but once you do that you know where to go my network places or what ever it is called. Did that help at all?
If all you are doing is tranferring between to machines and don't have a hub you are going to need a cross over cable and then staticly assign both machines an ip address (if they are both windows you can just use the APIPA address). Then just map the share.