How to P2P two PCs

You'll need a cross over cable for the NIC to do PC2PC. on the OSs, make sure they're in the same domain/workgroup and "file and Printer sharing" is installed. on a cross over cable, 1&3 and 2&6 are crossed.

good luck
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In addition to the previous answer:
You will also need a protocol to run from the laptop to the desktop. You can use NetBEUI for this; this is the type of setup it was designed for. Just install NetBEUI as the only protocol on both machines.
If you want to get fancy, you could run TCP/IP on both, but then you configure it so that both machine IP addresses you assign are in the same segment (192.168.x.x and 192.168.x.y) with the same subnet mask.
Plus, you will need to share out a folder on one or both machines to get the data you wan to transfer FROM.
Also, if you want to copy files FROM the laptop to the Win2K install on the Desktop, you will have to use a valid login account ON the ME box that exist ON the Win2K machine. So, if the account BOB with a password of BOB is on the Win2K box, create a user on the ME box with the same user name/password. You would then be able to (easily) transfer from from the Win2K box.

Other than that, go to Best Buy and pick up a "crossover cable". Currently, $22 at BestBuy.com

Hope this helps.