Thank you. That was it.
Before posting, please read how to report bug or request support effectively.
Bug reports without an attached log file are usually useless.
>>winscp.com user:email@example.com:22 /console /command "option confirm off" "cd dev/backup" "get ./* c:\download"
Searching for host...
Connecting to host...
Using username "user".
Authenticating with pre-entered password.
Starting the session...
Reading remote directory...
Active session:  firstname.lastname@example.org
backup-mmm-20120228-0125 | 0 KiB | 0.0 KiB/s | binary | 0%
'c:\download' is not file!
(A)bort, (R)etry, (S)kip, Ski(p) all: Abort