Can fredaz do that without putting the XP computer on the internet? He doesn't want to connect it at all.
You can, it would be a pain, but it can be done. Personally I wouldn't worry about be connected to a Wi-Fi router so long as you didn't browse the net. There's a small chance you could be hacked, but it's so small that I wouldn't worry about it. All of my wireless devices (Phones, IP Cams Media Servers etc...) connect to my router wirelessly, I never give them a second thought.
Using a thumb drive is the way to go for most files. I was just curious why no one mentioned allocating a network share on the Vista machine.