How to SCP from a remote host to a local Mac running OS X Lion

You must first allow ssh through.  By default it is turned off.  Navigate to:

System Preferences -> Sharing -> Remote Login -> check the box

Now after being ssh in or from a command prompt issue the following command

scp -v remote_file macuser@ipofmac:/Users/jsmith/Desktop

You will be prompted to enter your password at some point.