You CAN use explorer and connect directly but HIGHLY advised against! (at least w/o a vpn but thats a whole 'nother story)
FTP is probably easiest setup... SSH works great in Linux and works good for FTP over SSH.. but don't know of any way to do that in Winders.
If you're in XP Pro you can just setup IIS to put in a quick FTP server but beware your passwords WILL be passing CLEAR TEXT unless you set to anonymous.
(IIS does NOT offer secure FTP)
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<< Insert exceedingly large and overly verbose message of how 1337 you are here including full specs of every vehicle you've ever driven and PC you've owned >>
i found out that Serv-U does it to, and its just transfering some files that he want me to burn for him since he doesn't have a burner and all, and he's giving me $5, so he gives me the files, i burn it and give it to him,