How do I transfer files between mac using Thunderbolt cable?

I don't want to migrate the whole content from one mac to another. I don't want the hassle of setting on one mac as a target disk. I just want to be able to transfer the occasional file from my iMac to my MacBook Pro using the Thunderbolt cable.

I heard that Thuderbolt was superfast so I shelled out crazy money to buy a 2 meter piece of cable in the hope of making my life more productive. But it seems to be far from super straightforward!

Both Macs have Thunderbolt ports and are running Mavericks so it should not be too complicated. What am I missing?

I read a blog that you can connect the two Macs through the Network Preferences. Thunderbolt Bridge appears on both Macs - some times both status lights are red, sometimes one is yellow and one is red, sometimes both are yellow. Do both lights have to be at least yellow before data can be transferred? Or should they glow green?

Do I need to change the settings?