Open Internet Explorer. In address bar type
ftp://USERNAME:PASSWORD@IPADDRESS
replace caps with correct info. IPADDRESS can also be a domain name.
Hit Enter.
Drag and drop the files you need.
If it doesn't work then most likely you do not have the correct user name and password.
If the file is large and times out halfway through the download then you need to use something more advanced than IE. Try FlashFXP in that case.