Networking them would be the best way. Either that or burning them to disk (cd/dvd), else a more painful way would be a portable disk like a zip or even a floppy harhar! You could use an iPod if you have one.

If you're wanting to move the workings of LW including the incomplete files. Then you should copy the entire folder across to the new computer. The download.dat & bak files within the incomplete folder are the download preferences so you'd need to transport those as well. As for LW, just re-install it on the new one.