http://winscp.net/eng/docs/protocols From
http://forums.vandyke.com/showthread.php?t=435 "...As you have discovered, using scp to transfer file to/from a server actually uses SSH to remotely execute scp on the remote machine, then sends the files over through the pipe created by the remote execution. If the remote machine (e.g. a windows machine) does not have scp installed, scp will not work.
SFTP, the SSH file transfer protocol, does not execute some arbitrary program on the remote side. Rather, both the client and server speak SFTP to read and write files. SFTP requires SSH version 2 (a.k.a. SSH2)..."
About SFTP. Some servers can restrict range of high ports for connection, for example vsftpd.