Is this something you'd want to grow in the future or do just want quick and dirty?
fastest/cheapest way is directly with a ethernet cable. (yeah you can use serial but it'll take 6 months to do any serious transfers)
For ethernet connection, you'll need a NIC (network interface card) in both machines. If your laptop doesn't already have a NIC built in you can get a PCMCIA card for your NIC.. then get a PCI card for your PC. Once you get both of those get a
Cross over ethernet cable to connect them
Or if you want something you can grow into down the road, you can get a hub or a router so if you want to put another machine on the network you can just plug them into the hub/router.
Mind you if you have a hub, you want a
straight through cable the type of cable you get is very important.
PC to PC/laptop = cross over
PC to hub/switch/router = straight through