If you are into editing websites, or you do a lot of FTPing to different FTP servers, one useful free tool I have found is FileZilla. This is a very useful FTP client tool that gives you a very easy to use GUI interface as opposed to doing command line FTPing. It also allows you to save different FTP sites with login information as well as remote and local directory settings. So if you use a local folder to store your FTP files in, you can have Filezilla automatically switch to that folder when it connects. It also offers you a nice GUI command line too in case you do not want to save your FTP information.
The other thing that FileZilla offers is an actual FTP server. I have found this a lot easier to use instead of trying to install and run IIS. It again, provides a nice, simple user inferface and settings to setup your own FTP server.
So if you are looking for a nice, inexpensive way of getting a handle on your FTP Server or just connect and transferring files to your FTP sites I would recommend taking a look at FileZilla.