Even though it takes forever for you to get them over your dial-up connection?  Try directing them to a file emailing service. These services let them load their file(s) to a webpage, and then they send you a small email containing the link to download the file.  Best of all, most of them offer a free account!  A few such services are Drop.io, GigaSize.com, SendSpace.com, or YouSendIt.com.

As always, when you receive an email with a link in it, be SURE it really came from your friend before downloading the file in the link!