1) if you have an Ethernet card installed on your laptop and on your PC you can directly connect them with a cross-over LAN cable (in case You don't have network hub). or a straight LAN cable (if you are using a network hub or network switch between the computers)
2) via infrared (laptop and PC must have infraed)
3) Direct cable connect from parallel port to parellal port (help available in windows).
4) using a Null modem cable from one serial port to the other.