I would like to copy a program (Nortel Contivity VPN Client) from my
laptop to my desktop. However I have lost the CDs and I am wondering
if there is a way to do this based on fact that I have the program
installed and functioning on my laptop.

One way to port the entire harddrive over is to use Norton Ghost. 
That'll get the program and everything else on your computer ported. 
Other than that though, there is no easy way to do it.

If you want I can send you by email or put into an ftp server the install file.

Can you please e-mail it to web1@umarwadia.com, if possible, please
zip it since a lot of the mail gateways will not let exe files
through.

Thanks