i traveling and wanted to copy over my logs to find out what was happening on my server. didn't want to install a client like filezilla or another GUI. Using the command line SCP utility, you can grab remote files securely over SSH. You can grab the executable from http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html (pscp.exe is what you want) then, in the command line on the windows client machine, type something like this:
pscp -r -P 22 firstname.lastname@example.org:/home/jimmy/stuff "c:\documents and settings\jimmy\Desktop"
The "-r" makes it grab the whole folder, and everything under. the "-P" specifies a port (mostly useful if you aren't using 22. make sure it is capital).