using FTP to access another computer

[Sky]

I don't have a network, but my niece has Windows XP and I have windows XP,
is there any way that we can connect to each other's computer to transfer a
very large file?

we could use FTp, but I don't know how to set up an FTP site on my system.
I know XP has all this file sharing stuff, but I don't know how to set it
up, if it's not a network


Thanks for any input