Transferring files between 2 machines

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http://crunchbanglinux.org – I need to transfer a large amount of data (over 20 GB) from laptop to desktop. Through creating  a LAN between'em. I have a regular ethernet rj45 cable. Thus it should be simple - connect'em between each other with the cable and do the transfer, right? How do I do that? Establishing a lan through internet is not an option, as the speed is ridiculous (80-150KB/s) Most prolly I do something not right, I just can't figure. Thanks in advance. (HowTos)