Its funny that apple created iDisk and TCP file sharing (both of which are, well, not useful) but never implemented FTP into the Finder...
Little secret: in Windows 2000, in IE, if you type the address right, you can log on 2-way to an FTP server, and remotely use it exactly like you would any other window in the Windows Explorer.
Its brilliant, it would be like having the wonderful FTP program 'NetFinder' built in to the OSX Finder.