Windows has supported desktop FTP for a while. It’s a useful way to save or retrieve files from other computers. Unfortunately, via the Finder’s Go→Connect to Server menu item, Mac OS X can only mount FTP servers as read-only volumes. One of many excellent third-party FTP clients is required to upload files.
A streamlined solution is available.
Download and install MacFUSE-Core (for Tiger or Leopard)
Download and run MacFusion (a basic front end)
Choose Quick Mount→FTP from the MacFusion menubar item and enter a server address and username. The server is mounted as a regular volume. Not only can you write to it from any application, but all the jazzy Leopard Finder tricks like Quick Look and Cover Flow view work, too (if you’ve got the bandwidth).