Can't create a Wizard disk

I bought a crossover cable to connect my Dell computer (WinME) to my new Sony Vaio (WinXP). I ran both the Networking Wizard & the Files and Settings Transfer Wizard on the Sony, but I run into a problem because I can't create a Wizard Disk to run on my Dell. The wizards only allow me to create a disk through the Memory Stick drive, but #1 I don't have any sony memory sticks and #2 my Dell can't receive a sony memory stick. My Sony also didn't come with a Windows XP CD so I can't take that route either. Are there any Wizard Disks that I could maybe download off the internet or any other alternatives? Thanks.

 

Actually, I think the WinXP CD came with my Sony and I just missplaced it.