AFAIK, gaim doesn't support file transfers at this time. Check out http://gaim.sf.net
for more details about gaim.
Edit: According to their FAQ, this is what they support currently:
Does Gaim support file transfer?
Somewhat, yeah. Yahoo! supports sending and receiving files in Gaim 0.75 and higher. As of 0.76 the following is supported:
* Sending and receiving files on AIM (although it might be a bit buggy)
* Sending and receiving files on IRC
* Sending and receiving files on Jabber
* Sending and receiving files on Yahoo (sending is limited to 1Mb)
Most of the protocols themselves support file transfer, but Gaim has not been written to support it yet. If you would like file transfer to work better or be more complete, get CVS and submit a patch using the generic file transfer API.