Transfer files Linux to Windows

Now that I have Cygwin installed in Windows, it actually quite simple to transfer a file from Linux (only tried Ubuntu so far) to Windows XP (didn't yet try the other way around and, indeed, I'm not sure I'd know how to do it).
After that I just ran this in Ubuntu
scp "file.name" 192.168.1.139
and the file seemed to transfer (once I had input the password) without problem.
However, it ended up in c:\Cygwin\home\paul\ and then I could use Windows Explorer to open the file (a .pdf file).
I also tried going from KuruminNG to Mac OS X but this failed dismally up to now.
I tried to start sshd using this command:
/usr/libexec/sshd-keygen-wrapper -i
but, although this executed without error, I couldn't find any ssh stuff in ps -e so not sure if the command actually did anything at all.
Nevertheless, when I subsequently ran
ssh "file.name" 192.168.1.4
from KuruminNG, this completed cleanly without error. However, I was completely unable to find any unison.log file on the Mac.