I have just done this with a null modem cable and Amiga Explorer, which you can get from the winuae website. And i hardly know how to use Amigas at all, except for games.
Plug one end into the amiga, the other into the serial port on the pc (com1) and run the program on the amiga(or put it in the start up drawer) and the pc. It just worked, i did not have do do anything else, untill i needed to increase the speed, which only took a few seconds. It was a case of making sure the settings were the same on the amiga and the pc.
The only thing i have against this connection is that I can only manage a stable conection of 33kbps, which can cause delays. But it is easier than compressing files onto disk, and splitting them up.
I suspect the hardest part of this task would be to purchase a null modem cable with the correct conectors.
I cant really do step by step 'cos i am a lousy teacher.