I have a Windows 7 and MacbookPro (SnowLeopard 2.6.4) connected on my home router.
How can I connect them over the network so I can easily share files?
Snow Leopard can connect to a Windows 7 SMB share.
You could try: http://www.chungles.com/about.php
I have never used it, but it claims to be platform independent.
In case you would like to sync files across the two machines, you could use DropBox.(http://www.dropbox.com/) This is free up to 2GB. We use DropBox at our company and it is an excellent, seemless, backup and sync solution. It does a decent job of version control as well.