@esumitkumar does ur laptop have inbuilt bluetooth.
If it has, then buy a BlueTooth dongle ("enter" brand), for the desktop, install it & then run the "Network connection wizard" as told by @it_waaznt_me.
this method will be usefull, if you want to transfer data between the two PC's wireless or from a distance (e.g. frm other room...

) or when you have a bluetooth mobile phone.(now can connect the mobile with the desktop.)
the bluetooth dongle costs around Rs.400-500/-