In order to copy files directly from a grid Storage Element (SE) to a machine in Zurich, login to machine lhcb-build.
Then do:

export X509_VOMS_DIR=/opt/gLite/external/etc/grid-security/vomsdir
export X509_CERT_DIR=/opt/gLite/external/etc/grid-security/certificates
. /opt/lhcb/LbLogin.sh
SetupProject LHCbDIRAC 
. /opt/gLite/external/etc/profile.d/grid-env.sh

which will prepare your machine for file-transport.

In the directory where the file should be copied to:

lhcb-proxy-init
dirac-dms-get-file logicalFileName

for example:

dirac-dms-get-file /lhcb/user/a/abuechle/4273/4273259/inclb_28July09.root

Note: You need a Grid Certificate to do this!