I had to use pscp like above Hesham's post once I downloaded and installed putty. I did it to Windows from Linux on Windows so I entered the following:
c:\ssl>pscp username@linuxserver:keenan/ssl/* .
This will copy everything in the keenan/ssl folder to the local folder (.) you performed this command from (c:\ssl). The keenan/ssl will specify the home folder of the username user, for example the full path would be /home/username/keenan/ssl. You can specify a different folder using a forward slash (/), such as
c:\ssl>pscp username@linuxserver:/home/username/keenan/ssl/* .
So you can specify any folder at the root of Linux using :/.
