If you have no HD you're pretty much fucked for ADF files. You can't burn them on a PC drive, and IIRC you can't nullmodem them to the Amiga either since most of them are just a wee bit over the size limit of an empty Amiga floppy. I might be wrong though. In any case... The only way to burn them is to transfer them to the Amiga and un-adf them to a floppy there. If they can fix on an Amiga disk, then you're ok.
You can do so with Amiga Explorer: http://www.amigaforever.com/ae/
You'll need to rig up a null modem cable, there are plans for it on the site, it's very simple.
You can download Total Commander from www.ghisler.com and AmigaDX from http://www.totalcmd.net/plugring/amigadx.html and use that to be able to open the ADF files on your PC and cherry pick the files you want from the archives, and then use Amiga Explorer to transfer them to the 500.