How do I transfer saved game files from one xbox to another?

How do I transfer saved game files from one xbox to another? I have two xbox 360s, one is an offline one (and it is connected to my smaller tv) and the other is for playing online games(and is connected to my HDTV). Well I bought worms 2 a few days ago on my offline xbox. So i've almost beat the game but now I want to play it online on the other xbox(and also I want to play it on my HDTV). I know I can re-download it but I want my team. I thought there was a way to transfer my saved game files via the ethernet cable, connect one end to one xbox and connect the other end into the other xbox. But I can't seem to figure out how to get it to work. Can someone help me?

Thanks