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FTP stands for File Transfer Protocol, and allows two computers on the Internet to exchange files. FTP is based on the client-server model: one computer acts as a client, which sends instructions to the other computer, known as the server. File transfer can go both ways, obviously, but the client computer is always the one which initiates the transfer by sending the appropriate command.
Technically, it is not the computers themselves that are the client and server, but programs running on the computers. The terms client and server are typically used in this sense; an FTP server is a program that allows FTP clients on other computers to connect to it. However, to use FTP well, you only need to worry about clients.
FTP clients generally fall into two categories: command-line clients and graphical clients. Note also that Netscape 2.0 and above allow uploading via FTP; as Netscape is not a true FTP client, it has its own separate section below.
Once you've connected, there are a number of commands available. The more commonly used commands are listed below. Where two different names are given for a command, your client may have one or the other or both; if one doesn't work, try the other. Arguments to the commands (e.g. filenames you have to give) are given in italics; [brackets] around an argument mean that it's optional. Command names are not case-sensitive (but Unix filenames are!).
Note: If SITE CHMOD gives you an error, use QUOTE SITE CHMOD instead.
Besides the operations of transferring files described above, there will typically be a set of buttons next to the directory windows, with names like "ChgDir", "RmDir", "Rename", or "Delete", which perform those functions. (Alternatively, those commands may be in a menu or toolbar.) Most clients should also have a "Send FTP Command" function, which will allow you to send a raw FTP command (such as the SITE CHMOD command) listed under command-line clients. (Note that most command-line client commands are not raw FTP commands; see the list of raw FTP commands.)
A commonly used and well-regarded graphical FTP client for Windows systems is WS-FTP; a copy can be found at ftp://ftp.dragonfire.net/software/windows/internet/ws_ftp.zip. WS-FTP has a menu accessible by clicking the right mouse button in the remote file list window which includes a "QUOTE" command; that command can be used to send raw FTP commands to the server (such as SITE CHMOD).
Notice: To perform any operations other than uploading files, you need to download a real FTP client. One such client for Windows, WS-FTP, can be downloaded from Dragonfire via anonymous FTP.