Now, once you have networking and samba set up, you should be able to transfer files between Windows and Linux through Network Neighborhood/smbclient - you've now got a basic data server set up. That was easy, wasn't it?
For those who want to go further, Pure-FTPd will allow you to set up a fully featured FTP (file transfer protocol) server on this box, which you could use to access your files remotely from any computer set up with an FTP client (Windows Explorer has one built in!), setting up an Apache based web-server is fairly simple with Ubuntu's apt-get packages, and OpenSSH allows the user to remotely log in to the Linux shell from any computer equipped with an SSH client.
A slight advancement to this system could allow you to set up Bash scripts combined with cron would allow you to set up scripts which immediately backup files every X days, or scripts to do certain processing to files at certain times - the possibilities are effectively endless.