Might want to post a bit more on the details of both machines, mainly the version of the OS on each.
Easiest way is to share a folder on the Wintel, then connect via the Mac and drag the files over. In order to do that, you have to make sure File Sharing is enabled on the Wintel and that the folder containing the files you want to copy is also shared (opposite click on the folder in explorer, select sharing). If the files are all over the HD, just share the main C:\ directory (since you're connected by cable and not on a WAN, it's safe enough).
You also need to make sure any firewall software on the Wintel is either disabled (especially the stock XP firewall, if you have either version of XP), or that you add you IP/IP Range to the trusted Zone. Since you'll not be connected to the net, probably easier to just kill the firewall for the time being.
Make sure your network settings are correct. You should have the same subnet for both computers as well as similar IPs that differ in the last digit only. Manually specify those on both computers. (EX: Wintel - 10.148.79.90 Mac - 10.148.79.91 )
The crossover cable isn't usually required on the newer Apple laptops. They have auto-sensing ethernet cards that will handle flipping everything. If you still have problems, try another cable to make sure the one you have isn't bad.
You can still use the cross-over cable, the laptops with auto-sensing ports work with either type of cable for what you're trying to do.