Easiest way to transfer files would be a usb memory stick, dont think usb to usb would work as it wouldnt see the pc at the other end as any kind of storage device. Am not 100% sure thou!!
Grab a extra nic if your mobos not got two integrated, use a crossover as Judderman said and enable ICS for the internet. To share files just put them in the same workgroup and then right click -> share .
X over is cheapest but only if you have access to the network settings of the PCs , I do not know how locked down uni ones are?
USB sticks are pretty cheap as well now as suggested, personally I would go for something that you will continue to use in the future for your studies like a portable hard drive.