This is a nice way to download files automatically from a linux web server for web backups for example.

On the Windows machine download pscp and puttygen at http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html

Start puttygen, click generate, randomly move your mouse over blank area to generate public/private key pair.

Save the file private-key as “private-key.ppk”, and public-key file as “public-key

Upload “public-key″ to ~/.ssh (/root/.ssh/) folder on the linux box. Then run the following commands to convert the key to linux format then import the key into your authorized keys file.

ssh-keygen -i -f ~/.ssh/public-key > ~/.ssh/user-public-key.pub
cat ~/.ssh/user-public-key.pub >> ~/.ssh/authorized_keys

I tried this command first but authorized_keys2 did not work for some reason maybe realated to a depraciated method
cat ~/.ssh/user-public-key.pub >> ~/.ssh/authorized_keys2

Now on the windows box you can SCP without a password as long as you specify the private key file, using this format

pscp.exe -i YOURPRIVATEKEYFILE.ppk root@something.com:/backups/%year%-%month%-%day%/* D:\Websites\backups\latest\

REFERENCE: http://www.linuxwolfpack.com/pscp-without-password.php