We recommend downloading FireFTP http://fireftp.net/ and if you use it please donate at Least $1 to his software. Over half his proceeds are donated to worthy causes. see http://fireftp.net/donate.html for more details. FireFTP is a plugin to the Firefox Browser.
The most popular free ftp program is Filezilla http://sourceforge.net/projects/filezilla/
For those of you on a Mac, you will need to check out Cyberduck as a free FTP choice: http://cyberduck.ch/