Best way to transfer between machines is undoubtedly over a LAN. PCMCIA adapters can be had for about £50 and once for the PC (get a PCI one) at around £15-20. Forget Coax (sorry fobotcso) it can be a pain in the ar$e. Get a Cat5 crossover cable (not a standard patch cable). Faster and more reliable than Coax, and no need for a hub if it's between 2 machines.
Dead easy to set up and totally PnP.
Aq