You didn't tell us your operating system, so we'll have to guess with generalities and you can research it from there. You have to enable file and print sharing in the operating system, ensure that workgroup names are set the same, and then set the appropriate drives/folders to shared. Finally, you need to manage any firewalls (including the native WindowXP one if so configured) to allow communications to pass. Then you just open My Network Place in a half screen window and My Computer in another half screen window, navigate to the appropriate locations in each window, and drag-n-drop from one to the other.
A separate recommendation for you... when you are knocking large files like that back and forth, get a network cable and wire the laptop to the router. Wireless is great, but when you have stuff going in several directions simultaneously (there is a lot of back and forth going on for simple file copying...) the transfer speeds take a serious hit. Shifting the laptop to a wired connection means only the remote desktop is using the limited wireless capacity. It will still be slow, but not as painfully slow.
I just set up my wireless router not too long ago, and it's my first network, how do I transfer my MP3's and other files between my computers?? I have two wired desktops, one wireless desktop, and one wireless laptop, I'm transferring from the wireless desktop to the wireless notebook if that helps any. Any help is appreciated.