How to move a file from server to local machine

I need to move(copy and then delete) all the *.XML files from a directory on a remote secure FTP server to a local Server. I can do this interactively using WinSCP. WinSCP saves the connection session. I would like to automate the connection, transferring of files and logging off by using a batch file.
I have reviewed the information on the Putty download page but I cannot determine if I should be using PSCP or Plink or something else.
I reviewed many previous post but could not find this basic of a question addressed. Could you provide a link if it was covered previously? Is there thorough tutorial somewhere else? Or could you please give a sample command line that would do this?
Thanks in advance for you help.

Thanks,
pat

Remote server: Web1.com
Directory on the remote server: Incoming
Files to Move: *.XML
Destination: M:\New
UserName: Pat
Password: pwd

WinSCP 3.1 (coming out soon) will allow moving files (copying and deleting source) to local computer from remote server in scripting.