transferring files using SFTP

Is it possible to transfer a file using the SFTP command from my remote machine to local machine in a specific directory?

The command below gets the job done and transfers for file to my root directory but I want the file to be under a specific directory(ie. ~/CS160a/Lab3) on my local machine, is that possible or would I have to use SCP to it?

sftp> get Lab3Part1.script Lab3.Part1.script

I believe sftp transfers the file to what ever directory you launched it from. So if you are at root when you call it, that will be your destination. The -lcd flags should change it.
Can you use rsync? That is a very versatile tool (and does use ssh tunnel for the actual transfer just like scp and sftp).
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