Finally got around to taking a look at WinSCP’s command-line options. Basically I just needed to specify a session name and that was it. Now I have a set of icons on my desktop for scping to my various servers. I even configured a shortcut key for servers I use often, so now all I need to do to get at my remote ProgClub files is press Ctrl+Alt+Shift+C.
I also had a read of the WinSCP FAQ http://winscp.net/eng/docs/faq_su which talked about how to connect as root.