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FTP (File Transfer Protocol) is a protocol for copying files to remote sites. Due to the fact, that it was born in the early years of the internet, no encryption was implemented. To remedy the situation, FTPS was invented.
FTP has two modes of operation: active and passive. Active means, that the server connects back to the client to transfer data. This is only possible, if the client is not behind a firewall / NAT router. Most home / company sites are protected by such devices, so use of passive mode is recommended.
Below are some third-party clients, without the need for completeness
Mac OS X
You can find a comparison of FTP clients here.