There's something called Easy Transfer Cable, which apparently was created for Windows Easy Transfer (check it on Wikipedia or Google the name), but you can also use USB-USB cables (mind you, the aforementioned ETC is actually an USB 2.0 system). And then there's the ubiquitous Ethernet cable ("crossover" cable) - either you link one PC to the other with it, or you use a router in between.
Having a private network to share files through does the trick, too, btw. Or, as I've mentioned above, you can simply use a USB external hard drive to ferry the backup files from one PC to the other.
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