Isn't Linux grand? You didn't mention which version of Linux you are running. I have Red Hat 8.0 and the solution for me was to install Samba from the available packages with my distro. This starts a "Samba server" which will be visible from your windows machine. You will need to add users to the Samba server on the linux box before you can log in from windows, samba server stuff:
you need to add users to samba for them to be visible by other computers on the network.
"smbpasswd -a username" it will then prompt for a password twice. It may give an error message, but that's ok. It should say user added.
After you do this, in windows, enter the name of your linux box in internet explorer address bar using 2 backslashes. My linux box is named tux. I would enter \\tux in Internet explorer, it will prompt me for a user name and password, and then I am in my home directory on the Linux box. You can drag and drop the file from windows to there.
Read the documentation for more info. "man samba"
Or you could edit /etc/fstab on the linux box and add a mount for your windows machine. You should read the documentation for fstab by typing "man fstab" (leave out the quotes)
A great graphical program for administering all this stuff is called webmin. It's free and can be had from www.webmin.com