I personally like to use netcat (nc) to move files between machines, since the "server" (the machine not initiating the transfer) is single-use and also created from the command line, not something that gets left running and might be abused later.
Approximately speaking, on the sending machine:
tar -czf some_directory | nc -l -p some_number_above_1024 -q 1
on the receiving machine
nc ip_addr_of_sender same_number_above_1024 | tar -xzv
The downside is that you need nc (a tiny c program) on the windows box, and it's useful to have tar, though you can also just save the file and open it with winzip.
Alternatively, there's an answer floating around here on how to use nc to make a single-use web server, so you can use the window's machine's web browser to grab the file.