answer to my own question
I've tried it, it works and I found the explanation very simple.
The only thing is you are not too familiar with FTP servers, is that you have to choose SFTP, and not FTP when choosing the type of connection:
So you've been recording a feature film using Cycorder on your jailbroken iPhone. It's time to edit and you want to copy all of those .mov files from the iPhone to your home computer. The process is relatively simple if you have the right software.
First of all, make sure you've installed the SSH package on your iPhone. SSH is free and can be found on the Cydia installer. Connect to your Wi-Fi network and look for the name of your network under Settings -> Wi-Fi. Select the blue arrow for more information about your network and make a note of the IP address of your iPhone.
Using an SSH or SFTP client on your computer (like Fugu or WinSCP) create a new connection for file transfer to the IP address of your iPhone. The username is 'root' and the default password is 'alpine' to connect.
Navigate on the iPhone to the location of the Cycorder videos. Cycorder files are stored in the directory '/var/mobile/media/videos' and can be transferred using SFTP directly to your computer. The .mov video files will then be playable on your computer using Quicktime or another program such as VLC