FlashFXP is a small, very effective and easy to use FTP program.

FTP stands for File Transfer Protocol and you can use it to transfer the files for your website from your local computer to your actual website on the Internet.

If you haven't already downloaded FlashFXP it can be downloaded here.
It can be used freely for 30 days and only costs $25 after that.

I assume that you have used some other FTP-software before and you know the terms used here.