copy dh0:file to AUX:
copy AUX: to dh0:file
Make sure serial settings match on both Amigas.
Or use ProNet, I swear by it.
http://ftp.uni-paderborn.de/aminet/aminet/comm/net/ProNET34.lhaIts very easy to set up, I used it for years with no problems.
You can use a 3-wire serial cable, 7-wire serial cable, or a parallel cable.
Good luck!