Can you do anything with the connection between the PC's? Like share internet?
If yes, do this:
1). Set the hard drives to shared on both computers (Open my computer on both PCs, right click the HD, select sharing and security, select sharing tab, click the scary warnign message link, check the box under Network sharing and security, click ok.) You also have to turn off your firewall or open it to "allow access over your Local network".
2). You should now be able to see the hard dsik od the other computer in explorer or my computer. Just drag and drop the files like they were on the same PC.
3).When done transfering files set sharing back to not shared for security.
If not, then you need to establish the connection which is a lot more work.