WinSCP client for Ubuntu

Since you're trying to use scp I assume there is a an SSH server running on the remote machine. You can directly connect to ssh servers using Nautilus file manager. Just use something like

ssh://username@server:/path/on/remote/machine

in the address bar.

Furthermore, if an SSH server is running you could also use the SFTP protocol for remote file manipulation. Since Ubuntu comes with pre-installed Firefox, the easiest GUI would be the FireFTP-plugin.

If you are used to WinSCP,
one option is to install WINE and use WinSCP itself.

(note: my link is just a reference -- you may want to get the stable WINE release,
If the latest stable release of Wine (currently Wine 1.0.1) works for you,
then you may not want to use these beta packages).

I guess you are referring to this kind of discussion in your question.
That thread too refers WINE as one of the options (with some notes on crashes in 2007).

At the end is this Nautilus reference,

Ubuntu's Nautilus file explorer works just fine.
Places->Connect to Server and select SSH.

That is probably what Martin refers in his answer.

Update: for the record, this answer was accepted because it indirectly referred SecPanel.

SecPanel: SSH GUI for Unix.
SecPanel sits on top of SSH software-suites and supports the SSH.com and the OpenSSH-version.

You can use FileZilla on Ubuntu:

sudo aptitude install filezilla

Just make sure you connect using SFTP.

In the top-left corner you have three menus. Select the middle one, and then the entry named something like "Connect to server". Here you'll have a list of available methods, select SSH or SFTP and fill in the details.