All operating systems come with a built-in FTP client that runs from a command prompt, using the command
You might want to check out the following Wikipedia links for more information:
There are also other fully-featured FTP clients available for various operating systems that support some extra options.
After you've selected a program to use, view the following article to help locate your login credentials:
Below is a list of some of these third-party clients.
Mac OS X
DreamHost file manager
You can also connect to your site using the panel's file manager. This isn't intended to be a fully functioning FTP client, but will suffice when you don't have one handy.