How do you do a File Transfer with the Transfer Wizard from one computer to another?

I have 2 computers obviously. Both are XP. I'm trying to get Music and photos and other little trinkets onto the new computer without having to burn a disc (Too big even for a burnable DVD) and I was wondering how the File Transfer Wizard works being as I have never used it and never even attempted something like this of this magnitude before. The reason why is I have to reinstall windows on my old computer because of the Ethernet Port being blocked from being used (I seriously do not understand that!) Any help would be appreciated.