No idea if you have got the answer for this.

A couple of ways of doing this :

1) If you are using simulator like reflection, then you can directly ftp the directory to your windows desktop,

2)If simulator is not used, then you need to check if samba is enabled on your system.

To start samba services : service smb start.

Then add a samba user with the command :smbpasswd -a nua7
(Where nua7 is the user)

Then look for the ip address of the unix machine in /etc/hosts file.
Type the ip address of the unix machine on your windows run window.
It would connect to the home group of the user you have specified.

Please note: User to be added in samba , needs to be an existing user on your unix system.

Then feel free to copy anything to and fro...

Thanks!
nua7