Unfortunately I do not have a Vista yet, so it is hard for me to image what you mean :-(
Well, you aren't missing very much;)
However, the animations on windows are determined by their type.
Normal windows minimize to the taskbar, and restoring makes them fly up from the taskbar.
WinSCP appears to use the same animation as a window that has been closed.
I don't know whether this is because you are doing something different when the minimize button is pressed, or whether the window behaves differently as a side-effect of your minimize-to-tray functionality.
Other Vista users will certainly be able to confirm this.
If you do not have Vista, there is little you can do. I wouldn't worry too much about it.
It doesn't impede productivity or anything like that. I just thought I should mention it because it's a little strange.
It's the only application I have that behaves in this manner.
The only other application that acts strange is iTunes, but it's a mess and does not even have a minimize animation.
Everything else I have acts normally.