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Problem with Yahoo messenger is that it wont be as reliable as ftp. with a good ftp server, you'll be able to resume where you left off easily (and reliably) when you turn off the pc/lose net connection.
another good one is soulseek - share "list only" and only add each other to your lists. Very good piece of software last i used it...this will also allow you to chat at the same time.
I agree with the people saying FTP. If you use a good service, it can be very easy, fast, and reliable. A very good service is free service called http://filezilla-project.org/ which just happens to be free. It even has a Firefox add-on that allows for easy browser integration. Tell me if you need any help setting it up.
if the file is less than 100mb, then host it at rapidshare or any similar site and send him the link.
I personally use yousendit often, you can even install their uploading software that makes it a breeze to share stuff.
if you happen to be running on a OS with either IIS or Apache, it takes you 2 minutes to allow you to share your files with anyone via HTTP. Can't get much easier than that.
if u have google talk ,it is better for file sharing
or even ICQ, which establishes a direct connection between both PCs to share the files, unlike MSN, which routes all the traffic through their relay servers, therefore limiting the speeds.