[X-Unix] sftp instance during ssh shell?

[Jeff Porten]

I just had a brainstorm that maybe I've been an idiot.  This happens 
all the time....

I'm ssh'ed to a shell on a remote computer.  I see a file on that side 
I want on this side.  What I've been doing is firing up a new window, 
sftp'ing in, cd to that folder, etc.

Seems to me that since I'm already authenticated, there's probably a 
command that just says, "give me that".  Is there?

Best,
Jeff