Yes, things like transferring files can be done. But those type of activities have little or nothing to do with with wireless setups. Rather that is more "Networking 101". The connections and how it is done are the same whether or not there is a wire.
This thread might help:
http://forums.netstumbler.com/showth...&threadid=2950
BTW, NetStumbler does not actually connect you, it just advises you of the presence of an AP.