Null modem cable maybe? Or buy a PCMCIA network card to it and send it over via network cable..
If you've got some time you can always use disks. You can read PC disks as an included feature in os3.x ..
/Daniel
So if I pick up a standard null modem cable from PC World I can do it??
Is it pretty easy??
It's quite easy, just connect it to the serial ports on your pc and on your Amiga, start a program like Ncomm on the Amiga and the program HyperTerminal in XP and start transfer. Just be sure you've got the same baud/bps speed and that it handshakes with the same protocol (xon/xoff is the most usual one if I remember correct.)
Before you try to transfer, test if there's a connection by typing something on one of the keyboards. What you write there should also be written on the other computer.
/Daniel
Edit: Note, if you've got a standard Amiga1200 it's not recommended to use speeds over 19200 baud. You can try a higher speed if you like, but probably the Amiga won't be able to send the information fast enough which will cause dropouts.