Illustrations and directions for connecting Laptop to PC to install security on laptop.
Thank you.

Really need more info, but hope this helps.

If you are just trying to copy from one to anther without the original install cd\software you can't do it, due to the registry files that are created on the PC when it is installed.

If you have the cd or file and need to copy the install software to the laptop, but don't have a cdrom on the laptop then you will need to setup a home network as explained here...
Windows XP: Set up your computer for home networking

And then setup file sharing as explained here...
How to configure file sharing in Windows XP

If you just wan to transfer a file, you could use a flash drive, iPod or through a wireless home network.

But as Mouse51180 said more info is needed.