yes there is... it's built into windows and is called direct cable connection. It is slow, but it's fine for moving small files (like drivers) although i wouldn't recommend it for anything larger than 50MB. It could take hours.
DCC uses the printer ports. You need a special cable, but they're like $7-$10 at Wal-Mart (or a computer store)
you need to make sure that your parallel port is set for bi-directional in the bios first.
and in windows make sure it is installed. (if not go to start/setting/control panel then click on add/remove software. under add/remove windows components it should be listed under communication i believe.)
then run DCC on the two computers, there is a help file for it in windows. If you need more help, just let us know.