Title...COPY FILES

I HAVE A HP PAVILION ZV6000 AND JUST PURCHASED A SAMSUNG X520.
I WANT TO SHIFT HEAPS OF MUSIC/PICS/MOVIES OVER FROM THE OLD HP TO THE NEW SAMSUNG
AND MY MATE SUGGESTED DRAGGING THE FILES ONTO A MEMORY STICK IN 4MB CHUNKS (SIZE OF MY MEMORY BLADE)
THIS COULD BE A LENGTHY PROCESS !!
IS THERE A FASTER WAY, LIKE BY USING A LEAD FROM ONE LAPTOP TO THE OTHER AND DOING ONE MASSIVE FILE DROP ?
THANKS IN ANTICIPATION OF ANY ADVICE !!