Log on to your router's web interface and find the port forwarding menu. Forward any WAN port (my suggestion is the default port for SSH, 22) to port 22 on your ATV. Now you can SSH to your ATV from the outside. If you forwarded port 22, you don't have to specify a port, just point the SSH client to your WAN IP.
PuTTY is a great, free SSH client.
Once you're logged on to your ATV, if you want to download stuff that's available on the internet, just use wget. If you haven't got it installed on your ATV already (you can check that by simply trying the command wget), install it with
Code:
apt-get install wget
Then download the files you want:
An example:
Code:
wget http://mirrors.xbmc.org/nightlies/darwin/atv2/xbmc-20111005-fc24dcb-master-atv2.deb
I haven't tried if SCP works with the ATV's sshd, but if it does, I'd guess thats the best way (or at least the easiest as you don't have to forward any additional ports once you've set SSH forwarding up, or configure anything on your ATV) to transfer locally stored files to the ATV.
WinSCP is a decent SCP client.