Agreed... also, with remote desktop / "terminal services," you can copy and
paste files or whatever else over the encrypted terminal services connection
using CTRL-C or mouse right-click just like in regular Windows Explorer, as
long as you have installed the TS client with the extension that enables the
network clipboard. It's in the TS client install folder.
Another way might be to use a third party FTP client and server that both
support encryption... or you could use a web server service along with an
SSL certificate for HTTPS encryption, that will allow downloads of shared
files, and if necessary, you can use a webDAV application like the ones at
www.webdav.com for uploading files over the same encrypted connection.
Terminal Services is probably easier, as long as you're OK with opening that
port up at your firewall if there is one.