And if not HDD, if either of you have a laptop, just link up computers via ethernet cable and transfer. (u just gotta set the IP so it works, and share the folders on a network. Well thats how i do it. Alternatively, DC plus plus.
uhhhhh? Sounds pretty confusing/might be out of my tech scope.
If either of you dont have a USB drive of portable/external HDD and dont want to buy one I will outline it anyway. You would need an ethernet cable however.
This is how I would do it on XP
make sure both computers are on same Workgroup. So right click 'My Computer' > 'properties' > 'Computer name'. Here you will see the 'Workgroup'. If different, change one by clicking 'change' at bottom. Once you have changed Workgroup so it is same as the other computer, click OK. You will be prompted to restart. do it
1. connect computers via cable
2. go to: 'Network connections' > right click 'Local Area Connection' > 'Properties' > scroll to bottom and click 'Internet Protocol (TCP/IP)' > click 'properties' below >
3. click 'use the following IP address:' >
set IP: 10.0.0.1
press tab, subnet mask will be 255.0.0.0
Default Gateway: 10.0.0.1
click OK
Do the same on other computer, but set IP to 10.0.0.2 (default gateway is same ie 10.0.0.1)
Right click folder containing songs >
click 'Sharing and Security' >
check 'Share this folder on the network' >
click OK
On friends computer, go to 'My Network Places'. Folder should be there
Copy Paste
done
Of course it would be easier to use external storage media
at arround 200kb/s and that was like 8 years ago so dont know if that **** has increased 
