I keep all my important files on various Linux machines. On the rare occasions when I really need to use Windows, WinSCP makes it easy to suck the files/directories from a Linux box to my Windows box, and put them back when I'm through with them.
Have been using WinSCP intermittently since 2002 and never had any problems installing, running, or connecting with it.
This program is incredibly slow, unresponsive, and transfers abort all the time for no obvious reason with strange error messages. In general, this application is the world record holder in the "stupid error messages" discipline.
Yes, I have a slow connection, but still, I'm a pretty seasoned sysadmin and I *know* the connection didn't fail *once* during the transfer.
Now, waste another 2 hours transfering the same file with regular scp on a regular UNIX commandline :)