Depends on how secure you want to be.
Securing the file or the connection?
To secure the connection make a VPN between the two of you then use something like sFTP client/server to transfer the file.
TO secure the file.... from other - use winrar and put a password on it and seperate the archive into smaller chunks like 50mb, then send the chunks seperately or in groups. with password
....from the ISP or the p2p monitoring groups, rar with a password and put the files into smaller chunks like 50mb, with password using winrar, get utorrent, make the torrent for the files (in the save location), then go to a torrent site that lets you upload or create a torrent (or create the torrent with utorrent), upload the torrent, download the torrent from the site, seed it, sent your friend the site link
In the utorrent settings put encryption as forced.
Oh you can also use a file encryption software, there are many free ones just google.
I hope this helps.