How to share files with XP and vista computers?

I'm having a really hard time with this. How can I transfer files from a XP laptop to a vista computer?
Not duh, I need to transfer 3 videos with sizes of 2GB+...I don't have an external hard drive or flash drive.
I have one of those, but for some reason it doesn't work with my laptop...It worked fine with my current computer and my old one though...