Can anyone tell me how I can transfer my favorite data from my old desktop to my new laptop? And how can I change my Windows version to Windows 7?
I second Taty and Aibek. Windows Eesy Transfer was made for just that purpose. It doesn't always work as expected, especially if you are new to it and haven't learned all the ins and outs, so after doing the transfer, I suggest you check your applications, and in particular the non-Microsoft ones, and make sure their settings have transfered correctly.
Obviously, you will also need to transfer the actual file, which you can do via an external hard disc (or CD/DVD or USB drive if the data fits) or via an online service such as DropBox or Window Live SkyDrive.
While you can always use on of the free tools to clone your hard drive data, in your case I would just do what Taty recommended.
A good way of transferring/backing up your data is by getting an external hard drive. They are relatively cheap and it makes your data somewhat portable!
Yes, MI, you can just upgrade to Windows 7 without having to transfer your data. Windows will do that for you during the upgrade. To move content, you can simply use a feature that has been built into Windows to do exactly that (Windows actually has a ridiculous amount of features for years they seem to not showcase much, so people don't know about them). One of the features is called "Windows Easy Transfer" and can be found under Accessories > System Tools. There is also another option called Sync and can be found under your Accessories. It allows you to sync via cable, network or using another harddrive.
The easiest way to transfer your data from one computer to another is to use an external hard drive. If you want to transfer application data such as bookmarks, you can use a bookmark sync service like xmarks
If your new laptop didn't come with Windows 7 installed on it, you can purchase an upgrade