can not transfer files

I just downloaded the latest version of WinSCP and have open SSH on my jailbroken iphone 4. I can sign in succesfully on SFTP and see all my files on my phone, even transfer files FROM my phone TO my computer (PC, Windows vista) but everytime I try to transfer a file FROM my computer TO my phone it will not work. I get an "X" over the file I try to drop into the file box of WinSCP. Even when I tried to transfer a file back to my phone that I had just transfered out of it. Is there a setting I'm missing or an extra transfer file I havn't downloaded? Thanks for your help.