Well - iptables is a nice thing if you try to setup a firewall, but it's surely nothing for a beginner.
But you know, we're all in the firewall-hype, and while win-users really need it, we don't like to stay beside without firewall, only because the linux-worms and viruses are that rare!

And if you don't let too much servers run, and configure them right, you should be much more secure than using a windows-net without firewall.

I see two main possibilities to share files in your net: FTP, and NFS.
I'm not very well specialized on this, but I use them from time to time, to exchange files.

NFS is a networking file system, where you may look at remote files as if they where local.
Since you normally wouldn't make the whole filesystem shared, it's not much less work, than using ftp.

To test them, FTP might be more easy.
Start the ftpd 'FTP-Daemon, (=background service) on the DESKTOP:
ftpd
on the other machine, start ftp.
Code:
ftp DESKTOP
Protocoll all errors if you have questions, and try the man-pages.
It's really not complicated, but needs some time.
Code:
man ftp
man ftpd
If you're bored, read:
Code:
man exportfs
man exports
man nfs
and yes - you're welcome.

P.S.: ssh is a great tool, to start the ftpd on demand, and shut ftpd down when ready.

Make small steps in the beginning and in few months, you might want to setup a firewall too.