Tony
There are lots of great options for Windows...
One of my favorites is Webdrive (
www.webdrive.com) -- it's better than an FTP client -- what it does is make an FTP site appear to your applications (such as photoshop!) as a local disk drive. Very cool.
Or, there is Powerdesk -- (
http://www.v-com.com/product/PowerDesk_Pro_Home.html) which is a nice file manager application with a built in FTP client. It also works very well.
These are just two... there really are countless others. Webdrive is unique, however -- whatever you end up with, be sure you look into that one along the way.
Ron