Direct Connect is one technique. But it's a difficult technique because if there's any firewalls in the way then you'll have problems. Another way is to send them a magnet link (via email for eg.) Then type this into your browser & LW will open & start downlding it. Then you can browse them & vice versa ... one via the upld window in the Monitor window & the other from the downld window. See
How to use Bitzi Web Lookup ... & How to use Magnet Links & Direct Connect