infra-red

Yes, your phone manufacturer should supply you with the application to do this, assuming the phone also has IR.

I've used Nokias software with my phone before, and it worked fine.

I have a USB IrDA attachment that I plug into my computer and windows XP sees it right away and enables it. When I send something from my phone to my PC it automatically pops up a window that asks me if I want to recieve this file. I hit yes and it just saves it to my desktop.