Do current Windows versions (eg. XP) still offer/support "Direct Cable Connection"?
For a moderate volume of files, carrying them on a USB Pendrive may be another possibility.
Networking them may be another option - a pair of PCI Ethernet cards and a crossover cable is quite cheap.
Did you get to the ALP? - main site is no response for me, and from what I got from cache pages, it looks like LAN (Ethernet) not serial.
I HAVE transferred files terminal to terminal, it's tedious, but it works.