retna:
Yes, install both NIC cards. Get them active (Should happen automatically after a reboot). The cable you will need is called a cross over cable. Connect both the laptop and desktop. From WHERE you are transferring files, make sure to SHARE the folders and you'll be able to move files!!!
Or instead of a cross over cable, you'll need an inexpensive hub and 2 regular LAN cables. Share folders as in the above directions and your all set.