I can't remember exactly how I did it (I'm on 7 now, was on vista), but I will type what I can remember. I could possibly guide you through it if you tell me what you see. This is wireless.
Make sure your Desktop is connected to your wireless network, and the same with your laptop.
Open up the Start Menu. (On your Desktop).
Click "Computer".
At the left, find and click Network.
It may tell you that you need to enable Network Discovery. Do it.
You should see all computers connected to your network. I will call your Laptop LP, and Desktop PC.
Double click LP.
Do you see a Public Folder along with some other folders? If so, good
Go to your Physical(By that I mean in person go to it and use it) Laptop, Find the folder(s) with the files you want to transfer.
Right click the folder.
Click Properties.
Click Sharing.
Click Advanced Sharing.
Check Share this Folder.
Press OK.
Close the Properties Window.
Repeat for each folder (unless they are all within one sub folder)
Go back to your Physical PC, if you're not already there, repeat the steps I told you to get to where the Public/Other folders are, and you should now see the folders you chose to share on your laptop.
If you can't see any folders, or can't access LP from PC, try this:
GO to your LP
Go to Network and Sharing Center. Under where it says "Your Network Name" it should say "%variable Network", such as Public Network. If it says public network, click it, and change it to private it, if it is work network, change it to private( I don't think you need to if it's Work, but do it just for simplicity).
there should be some options under "Change your network settings" Try and do some thinking when you see these options, as I don't remember what they are exactly for Vista. There should be some that hint to sharing data. Change them accordingly, like I think one allows you to disable a password to access LP. Do it. Now you should be able to access LP from PC and copy them over to your PC's HDD. You can share your Local Disk to have complete access to everything I think too.
If this doesn't help, I apologize, but I don't have a 2nd PC anymore to refresh my memory on how I did it to get data from my Laptop to my desktop.
I did once access my friends entire Hard Drive by just sharing his Local Disk :$ ( I didn't do anything bad lol, I told him I was doing it )
If you have an Ethernet cable, it's pretty much the exact same process. Just connect them both via Ethernet cable(I did it through Ethernet also).