Ok, I have the easiest sure-fire way to transfer files between two computers using an old dinosaur method that still works.
Anyone remember DOS? You know, that old operating system that was at one time the veritable backbone that all Microsoft frameworks relied on?
Well, it still exists and all versions of windows have it. "They" just don't like you using it. Bear in mind that this is not how you set up a dynamic network (i.e. for gaming on a LAN or WLAN) but it is the best way that I know to directly and securely connect two or more computers over the internet.
First, presuming that it is a Vista computer that you want to receive files or folders from another, goto start menu > Computer then open the sub-menu (right click) on your hard drive icon and select "Share.."
Now under the "Sharing" tab click the "Advanced Sharing" button. Here you can add a name for your pseudo-network (I.E. "Bob"), you can choose the number of simultaneous users you want tapping into your computer (Which is you) and you can even add comments if you like. Make sure "Share this folder" is checked.
Next, hit the permissions button and from this menu you can select the permission level that you will allow the other computer. You have either "Read" only, change, or full control. Hmmm..but if you allow "Change" and try to deny "Read", denying "Read" will automatically deny "Change" and vice-versa..so the option of "Full Control" seems a little redundant. Well, thats Vista for ya.
You can also add or remove "Group or User Names" here, but it's best to leave it at "Everyone". Hit "Apply" and now your Vista PC is ready to accept its backdoor guest hehe.
But first your invading PC needs to know where it's going! So this is where good ol DOS comes in. To find the command prompt, click on start menu > progams > accessories or if you're a lazy bum like me just type "Command Prompt" in the search bar. Once you have that loaded up, (Pretty, isn't it?) type in "CD\" (without the ") and hit enter. Next type "ipconfig" and it should put up your IP address (What you need so write it down), it also puts up your subnet mask and Default Gateway which are no match for your computer prowess ;). For illustrative purposes we're going to say your IP is 184.108.40.206
Now man the other computer, load up the command prompt and do the "CD\" thing, then type in: "net use x: \\220.127.116.11\Bob" (Remember without the ")
Since you set up your vista pc to recieve, DOS will then ask you for your vista profile user name, just type that in and hit enter. Next it will ask you for the password, just type in your vista password (Note that it wont show up when you type it in so just make sure you typed it in right) now press enter and it should say "The command completed successfully". Now minimize or exit out of the command prompt and open your "My Computer" folder and you should see "Bob on 18.104.22.168 (X:)" under "Network Drives", this means that it worked! Double click on that and you should have complete and unbridled access to the other PC!
Now for the XP version which isn't much different. To make XP the target PC you goto your "My Computer" tab from the start menu, right click on the hard drive icon and select "Sharing and Security" from the submenu. Under the "Sharing" Tab and in the "Network Sharing and Security" section check the boxes for "Share this folder on the network" and "Allow network users to change my files" and for share name we'll put "Lucy". Now apply. Ok now locate and open your command prompt. Do the "CD\" thing and type in "ipconfig" get your IP address and do the same thing we covered in the last paragraph. Only it will be "\Lucy" instead of "\Bob" this time. Notice when you access the XP it doesn't ask you for the user name and password. I guess the Vista version has beefed up security in that department. Unless no one has a closed accound on vista then I would imagine it would be open.
Well I hope that was helpful and comprehensive enough for you all. And I hope you appreciated not having to deal with those Gawd-awful network management menu/wizards that make you want to pull your hair out. I sure did. You know there are many versatile uses for this type of connection: you can hook up many PCs to one host PC, in which multiple puters can access everything in one and vise-versa; you can stealthily track what goes on in your kids' PC; use your imagination :)