If you don't want to have a full blown Cygwin install, but are willing to use Cygwin, another solution for you would be here:
http://sshwindows.sourceforge.net/
It has scp, sftp, and ssh packaged up from Cygwin, with the bare essentials needed to execute these things, and also give you a SSH Server that you can setup on Windows. Though, I can't say that I have had a whole lot of luck with it, as far as the server, but the client stuff works pretty well, from what I remember. I had it setup on a mock MSys/MinGW Setup when I had windows going on my main computer. But now that I have a Linux kernel that I can use, I use Linux exclusively.
hth,
Mario