Simplest would be ftp, sftp or scp from your windows box to your UNIX host. Are you using secure or insecure connection methods (ie telnet, ftp, ssh etc.)? You could also install Samba on your UNIX system.

Thought this doesn't help with file moves...

VNC coupled with x2vnc (http://freshmeat.net/projects/x2vnc) allows you to share a common clipboard and control them both from one keyboard.

Cheers,

Keith