There's one article on how to make your own crossover cable if you are not equippied with a cd or dvd writer for creating data disks.
How-to: Do it yourself Ethernet Crossover Cable
by: Larry Mingus Published: October 4, 1998This how-to is for all of you that enjoy the DIY thing or have more time than money. It is far easier to buy a ready made cable but not near as fulfilling. Plus, there are those times when you need a cable now and can't get a ready made quick enough.
You will need a length of network cable (
UTP-Cat5), preferably a factory assembled straight through cable that comfortably reaches each computer. Be careful and measure accurately you would hate to find out that following the baseboard of the wall you end up two feet short. On the other hand you don't want to use a fifty foot cable to connect two computers ten feet apart. Ethernet does not like coiled up excess cable. Consider making the cable with enough slack to allow servicing the computer without needing to unplug the cable.
The hardest part for most people will most likely be finding the
RJ45 cable connectors. Check with your local computer stores that do network installations, most techs will give you a couple if you ask. Otherwise you will have to buy a five or ten pack. Make sure you get at least two, three is better. That way if you mess up you can just cut off the bad end and try again. Cut off the
RJ45 connector from one end of the cable and prepare the end for the new
RJ45 connector. I don't use measurements for stripping the cable end, I start by stripping at least 1 inch of the main cable insulation and then carefully trim the eight internal wires using the factory assembled end as a guide to the proper length. Just make sure that each wire is equal length and that the connector cable lock pinches the main cable insulation."
http://www.makeitsimple.com/how-to/dyi_crossover.htm
You can buy premade cables since those are readily available as well. But this would be one method for transferring large video files such as movies. For a look at some premade cables,
http://discountcablesusa.com/crossover-cables.html