How to copy files to Amazon EC2 Windows instance from my local machine?

I have created a new Windows instance on Amazon EC2. I want to copy some files from my local machine to the instance. How do I go about it?

From serverfault Mayuresh

• Ok. Got it.

  How to gain access to local files in a remote desktop session to a Windows XP-based or to a Windows Server 2003-based host computer http://support.microsoft.com/kb/313292.

  Should have looked around a bit before asking.

  From Mayuresh

• Another option is to create a share on the EC2 and then use Explorer, XCOPY or just about anything else to copy the files. Don't forget to open ports UDP 137 and TCP 445.

  From Frank Perez