OpenSSH+WinSCP is my method of choice, however, there is another option which does not require any software installs on the windows box: rdesktop will map the local drives of a client as network accessible drives on the Windows host.

Remeber, this is only true as long as the rdp session is running, so do not close rdesktop once you have initiated the file transfer. I often use this method as a compliment to scp.

Samba is an option too, but the above two methods should cover your needs and are far less cludgy.