What Operating system are you and your friend using????

The easiest thing, in my opinion, would be to have your friend bring a flash drive, instead of her computer, and download to your computer and put the downloads on her flash drive. Then she can take that home and transfer to her computer.

The trouble with doing what you are asking about is that a computer, unless networked to your system, would have to be "provisioned" by a certified installer to work on your satellite system. That is a no, no. If you, or she, want to spend some time and a little bit of money, purchase a router and network her computer to yours, either using ethernet cables or wirelessly. Your satellite provider probably does not support networking, but it can be easily done if you are careful and follow directions exactly.

Agree there are much better ways of doing it than actually hauling the computer over and trying to hook it up to your connection. Using the flash drive or a USB hard drive or even if your pc has a cd or dvd burner on it, burn it then put them into her cd or dvd and get them off of there, depending on what exactly it is she is wanting.
for example the new sp3 for xp is available in forms that can be burned to a cd and used by many computers rather than each one connecting and downloading. SP2 is actually available from microsoft on cd which can be ordered by mail.

I like to have a good USB hard drive handy anyway to use for backup so buying one is a good investment.

Hold up before promising friends to much. I know that 2 of the major satellite providers have "fair access" policies which restrict how much can be downloaded, either in a single 24 hour period or over a 30-day rolling period. Going over this limit will get you "fapped" ie: you will be downgraded to sub-dialup speeds as punishment for actually using the service you pay dearly for. Fortunately this speed decrease usually only lasts for a day.
If what she needs isn't huge, then I agree that a jump drive is really the way to go... unless they want windows updates... and running those during the day will surely get you a slap on the wrist from your provider!

One of those 2 providers has a "fap free" period where you are allowed to download as much as you want... from 3 to 6am here on the east coast. The answer is yes, I have gotten up at 2:30 in the morning to download files I wanted that would normally have gotten my already horrible speeds reduced further.

I don't se any way to edit posts, just wanted to add a p.s.

I don't mean to give anyone the idea that I am against helping friends, or strangers for that matter. Just wanted the OP to be aware, if they aren't already, that there are strict limitations on usage with satellite internet providers.