Best way is to share the Windows data on a network, then on the Mac drag the shared drive to some folder on the Mac. But some people have trouble setting up file sharing. If this is you then put your old Windows disk inside a USB or Firewire enclosure then plug that into ther Mac then proceed as above and drag and drop the data into some folder on the Mac.
You may as well get the enclosure as you will need an external drive for backuips. But AFTER you have transfered the data and AFTER you do your first backup do a second backup and then reformat the external drive as HFS+ and then it will be fully usable with your Mac.
But if all you need is the data a network connection is very fast and zero cost