Actually, that was a stupid thing for me to say. I was assuming the old laptop would have a 10Mbps network card, and thinking it a bit slow. But yes, a crossover cable would achieve pretty much the same as the USB device and be much cheaper; it's just that a crossover cable requires more technical knowledge than the USB cable likely does because you have to set up a network on -Windows-.
I suggested a CD, because if it's not a great number of files then a single disc would be the cheapest option and not too slow.
Lostboy, if you're going to use a CD, just get some writing software like Nero and make a data disc.