actually.... using ethernet is the fastest way.... but I don't know how true that is with the usb-ethernet converter (or if you even own it)
jsut connect an ethernet cable between your two macs,
make sure both computers have file sharing enabled
open a finder window on the MBA and click on your MBP (it will be under tha shared tab)
Sign in with your logon credentials for the MBP, navigate to the files, and simply drag them from the MBP to anywher on your MBA this is by far the FASTEST way to do it (faster than firewire... probably not more so than thunderbolt lol)
the best thing about this switch is it happens real time, whereas a usb would be a transfer, then another transfer. USB drives are also far slower than internal hard drives, so I HIGHLY HIGHLY HIGHLY recommend ethernet. I did 40 gigs in under 20 mins
I also find it helps to turn off the airport on one of the computers, when its on sometimes it still uses the airport to transfer rather than directly over ethernet, when the airport is off, it has no choice but to use ehternet