Unless you're planning to physically pull your HDD from your computer and put in into an external caddy with USB adapter you will need some other medium.
a flash drive typically works well
other options is to get an actual external hdd you can use it for backups later
or you could also get a crossover cable, hook the two computers up and transfer files over lan
or if you got a home network set up (wired or wireless will work) just share the folders you want to transfer to your laptop and copy them over the network to your laptop hdd