Data Migration

I just bought a new Toshiba Qosmio G15 laptop.  I currently have a Sony VAIO laptop.  How do I get all of my documents and just everything I had on the Sony VAIO laptop saved on to the new Toshiba Qosmia G15.  What hardware and/or software do I need?  Can you walk me through the steps of the whole process of migration.  

Thank you very much.
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If you have a CD burner on the Sony VAIO you could burn them to CD.
Crossover cable to both computers network interface cards (NIC).  Direct copy from one pc to the other.
If you plug into a hub or switch you can create your own mini network and direct copy from one pc to the other.
Or u can use the Migrate Files and Settings wizard if using XP

You may use usb memory stick.

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