Canon & Laptops

A friend of mine has a Canon EOS 400D and wants to direct connect it to his laptop so when he takes a shot (mostly jewelery) he can review it on a his laptop screen straight away. What software/hardware does he need to do this.
I seen Sheepie do this with a D200 and a laptop at one of the portrait workshops.
I seen Sheepie do this with a D200 and a laptop at one of the portrait workshops.