tedsmith
You can either use software such as direct cable connection, Interlink or laplink, or if you are feeling brave, you can use a DOS command prompt and use the little known CTTY command to issue instructions from one computer and force it to transfer to another. However, I wouldn't recommend it unless you do know what you are doing. It's easier to use the other software.
I can't remember off the top of my head how to do it, but it was used to install DOS laplink from one PC to another without the need to install it on the second PC.
It's also worth pointing out if you are comfortable using ethernet that this will be several times faster than a serial or parallel cable connection between machines.
John