He is talking about the network setup wizard. Find it in My Network places . Go on with the wizard after connecting the cross over cable on both the laptop and the PC. Give some common Workgroup
else simply give a common workgroup name on both the laptop and desktop, assign diff ips to each of them like 192.168.0.1 and 192.168.0.2 and then search for the pc or find it in the network places and transfer the files