I access my work PC using Remote Desktop over a Cisco VPN. The VPN shuts down internet access on my PC while it is connected. I needed to get a large file from my work PC to my home PC over the VPN. For small files I'll use email with attachments but this doesn't work with bigger files due to size limits. The solution was to set-up a FTP Server on my home PC and use ftp from my work PC to put the file onto my home machine.
Setting up an FTP server on my home Windows XP machine was pretty straight-forward. It can be done through Add/Remove Programs, selecting Windows Components and then drilling down into IIS. Follow these steps here for more details. I set mine up with anonymous write access to keep it simple.
Once the ftp server was installed, I connected to my work PC went to the command prompt. The "ipconfig" command revealed the IP address of the VPN. It was then a matter of using "ftp" to connect to that IP address and put the file across. Use a login of "ftp" for anonymous access.
The only other thing to remember was to shutdown the ftp server (along with anonymous access privileges) at the end of it all. Don't want that running with anonymous write access all the time!