WinSCP: a free scp client for Windows.

This is a pretty nifty self contained program for scp. It is sort of like ftp, but does not send your clear text password over the network. Just download it, install it, and delete your ftp program.
WinSCP v1.0

PuTTY: another free ssh client for Windows.

This client is capable of ssh2 and does not require an installation. Everything you need is contained in this executable.
PuTTY v0.51