Many versions of PSCP prior to 0.67 have a stack corruption vulnerability in their treatment of the 'sink' direction (i.e. downloading from server to client) of the old-style SCP protocol.
In order for this vulnerability to be exploited, the user must connect to a malicious server and attempt to download any file.
(Note however that the vulnerability kicks in after host key verification, so the host key of the server has to have been accepted to get this far.)
This vulnerability only arises in the old SCP protocol, so you can
work around it in a vulnerable PSCP by using the
option to force the use of the newer SFTP protocol, provided your
server supports that protocol.
Prior to any download in the SCP sink protocol, the server sends a
line of text consisting of an octal number encoding Unix file
permissions, a decimal number encoding the file size, and the file
name. Since the file size can exceed 232 bytes, and in some
compilation configurations of PuTTY the host platform's largest
integer type is only 32 bits wide, PuTTY extracts the decimal file
size into a temporary string variable to send to its own 64-bit
decimal decoding function. Unfortunately, that extraction was done
carelessly, using a
sscanf with no length limit,
permitting a buffer overrun.