Question: I have a directory on my server at

/home/dave/www/images/site (ext3)

which I want to mount directly to my Windows computer so that I can transfer data easily via command line tool. Is that something possible?

Answer: 
If the server is located within your "local" network (i.e: not across the internet) it might actually be considerably less hassle to set up a SMB (i.e.: Windows) share on the Linux server and let your Windows box access it in that manner.

Depending on your server configuration, if may already have the necessary software (Samba) installed - check your package manager for more details.
Check out these links on using Samba:

[Install Samba Server on Ubuntu](http://www.howtogeek.com/howto/ubuntu/install-samba-server-on-ubuntu/)

[Configuring SAMBA](https://help.ubuntu.com/6.06/ubuntu/serverguide/C/configuring-samba.html)

[The Unofficial Samba HOWTO](http://www.oregontechsupport.com/samba/)