For heavy duty FTP tasks, its best to use a dedicated tool like Ipswitch's ws_ftp but for downloading/uploading an odd file or two, you can use most browsers including Netscape and IE. The commonly asked question is "What is the syntax when user name and password is required?":

ftp://user_name:password@ftp_site

For example:

ftp://wmaples:

If you use IE, you should know that there is a bug in Internet Explorer that shows the ftp login name and password in the browser status bar and saves it in the History list. Be particularly careful using this syntax on a borrowed PC at work. For any brower, be careful that someone is not noting the account and password as it displayes in the URL.

This is not OS specific but I place it here because I am asked the howto so often at work.