The Megillah (9:19) instructs sending Mishloach Manos to a friend on Purim, a practice applicable to both men and women (Shulchan Aruch 695:4). There are three primary reasons for this halacha:
The Terumas Hadeshen (111) says it ensures that everyone has enough for the Purim meal. Chasam Sofer (O.C. 196) adds that the obligation was said even in cases where there is no lack of food so that in cases where food is limited, the person won't be embarrassed to accept.
R' Shlomo Alkabetz, (the author of Lecha Dodi) in his Sefer Manos HaLevi on the Megillah (chapter 9) suggests we are disproving the claim that Haman made (3:8) that we are not united nation by giving Mishloach Manos. By sharing these gifts, we create friendship and peace, uniting us.
The Bach (695:5) says the reason behind the obligation is to increase happiness and joy.