The following is a list of steps to use Mac OS X's built-in FTP client to connect to an FTP server. This specific example will connect to a Windows 2003 Server FTP server but it is applicable to other FTP servers generally as well:

On the Finder menu, go to Go -> Connect to Server....

In the Connect to Server dialog, enter the URL to your FTP server. Click the "+" button if you want to save this address for easy access later. Then click Connect.

If your FTP server requires authentication (which it SHOULD!), then enter the Name (the user name to your FTP server) and the Password (the password to your FTP server). You can click the "Remember this password in my keychain" if you want to save the password so you won't have to enter it the next time you connect. Click OK.

If your credentials have been successfully entered, you should see the finder open to your FTP server's base folder. You can now drag and drop files into this window to upload and download them just like a local folder.

A nice icon is automatically added to your Mac desktop so you can easily go back to this FTP folder at anytime while you are connected to it.