This process is called FTP (file transfer protocol). Here’s how to do it!
Windows XP with IE 7:
Right-click on START, click on EXPLORE.
In the ADDRESS BAR type ftp://ftp.anderson.edu and hit the [ENTER] key.
Click on FILE, choose LOGIN AS and type in your username and password.
Click START, Click COMPUTER
In the left-hand column in the new window Right-click on COMPUTER, choose the option to Add a Network Location.
In the wizard, select Choose a custom network location, click Next.
Enter the name of our FTP site, ftp://ftp.anderson.edu, click Next.
Uncheck to log on anonymously. Type your AU user name, click Next.
To have the FTP site open when you're done setting up the shortcut, just click Next. Click Finish.
A shortcut to your FTP site appears in the Computer folder.
Here’s how to create a FTP site location in Windows 7:
Step 1: Click on Start and then click on "Computer".
Step 2: Click on “Map network drive”..
Step 3: "Map Network Drive" window will open. Now click on the link "Connect to a Web site that you can use to store your documents and pictures."
Step 4: Now simply follow the step by step wizard to add a new network location. Select"Choose a custom network location" when given the choice of where to create this network connection.
Step 5: Type your ftp address e.g. ftp://ftp.anderson.edu. Specify your username and password if required.
Step 6: Last but not the least, give your newly created network location a name and you are done!
For instructions with screen shot graphics click here