See more details: http://unixwiz.net/techtips/ssh-agent-forwarding.html
How to enable ssh agent:
on server A: enable it on /etc/ssh/sshd_config
AllowAgentForwarding yes
ssh to server A with option -A to enable it
on scp add -o option:
scp -o "ForwardAgent yes" user@server1:/xx user@server2:/yy