I also had the same problem... The problem was not the WinSCP but the names of the images and/or the paths... Windows does not care if the letter is capital or not, but unix machines are case sensitive... make sure you used propper case in your html code or whatever you are using... Second, make sure the paths point to the right place. Use relative links and try to avoid the absolute ones...
The difference:
ABSOLUTE: C:/website/my website/images/porn.jpg
RELATIVE: /images/porn.jpg (if you web page is in the "my website" folder)
RELATIVE: ../my website/images/porn.jpg (if you website is under a different folder under "website" than "my wesite"...
Good luck
The difference:
ABSOLUTE: C:/website/my website/images/porn.jpg
RELATIVE: /images/porn.jpg (if you web page is in the "my website" folder)
RELATIVE: ../my website/images/porn.jpg (if you website is under a different folder under "website" than "my wesite"...
Good luck