There is no cheap way of doing this sadly.
The best way is getting an A600 or A1200 with that PCMCIA socket so you can just transfer via CF cards.
Then you can drag the files onto a floppy (on the 1200 of-course) so then you can use it on the 500, though if you got a 1200 then I hardly see the bother or need transfering stuff between them.
