If you're going to be doing alot of transfers, you can mount a Windows share like so:

mount -t smbfs -o username=administrator,password=secret //windowsbox/
+c\$ /windowsbox/c
[download]

Also, you can use smbclient from samba, which acts much like an ftp client.

http://www.samba.org/samba/docs/man/smbclient.1.html

You could also ftp them over if you had a FTP server on the Windows box. but that's so 1995.

The most secure, bestest way would be to download the OpenSSH port for Windows and scp it over:

http://sshwindows.sourceforge.net/ -Vlad