First, you send it to yourself from your desktop computer, but you don't get
it. Instead, you unplug your desktop from the wall, and replace it with your
laptop. Then, you get your mail with the laptop, and the email you just sent
to yourself should be in that batch. Voila! you've got the music on your
laptop.
Many ways
1) use a external USB drive such as external hard disk, thumb drive, mp3
player, etc
2) share over a wireless network using windows file sharing see http://support.microsoft.com/kb/304040
3) share over a ethernet network using windows file sharing see http://support.microsoft.com/kb/304040
4) email to yourself (not advised for big files)
5) connect both laptop and desktop via a special USB cable http://en.wikipedia.org/wiki/Ethernet_over_USB
6) transfer to a network attached storage (NAS)
That's all I can think of.. there should be other ways. burn a disc .. etc