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

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/
cat ~/.ssh/ >> ~/.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/ >> ~/.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* D:\Websites\backups\latest\