I have installed SSH to use as an encrypted method of logging onto my routers. It works. I also enabled the SCP server on the cli, router config#ip scp server enable. (be careful here because scp has a slight vulnerability where a user with a restricted view can still use it. This has been fixed in the latest, 20050325 releases).
The thing is that the secure copy protocol is dificult to use. There is no information on either Cisco or other web sites on how to use it to back up configs.
I tried WinSCP, and PuTTY pscp. Neither one seem to work as servers, in other words, you can't initiate SCP transfers from the router to the Windows box with these clients. All I manage to get is errors about sftp or ... when trying to initiate from the windows box.
It may be that you need to use Cisco Works LMS to perform the copy. The SCP server service on the router is embeded and may not completely follow standards for the protocol, or ???