Netscape users: Try getting a free copy of Internet Explorer. It has a great FTP client built in. Microsoft (Once you have aquired that, see below.)
Internet Explorer Users: Hold down the mouse button on the file you would like to download. Eventually, a popup menu should come up. Choose 'copy link to clipboard'. Then, from the File menu, choose 'Download File...'. Choose 'Paste' from the edit menu and click 'Download'.
Choose 'Download Manager' from the Window menu. Your file should be downloading.