You have ethernet, but I would still recommend buying an IDE to CF adapter in the form of a blanking plate / back panel, a CF card and a USB CF card reader. It will connect to the internal IDE connector instead of a Hard drive and allows for very rapid transfer of files to and from the PC. Cost = $20
Someone forgot to mention that you have to mess around with WinUAE on the PC in order to copy files to and from the CF card. You can't just insert the CF card into the card reader, and use your typical Windows application to copy the files.