I've seen a number of web hosts block FTP access from Internet Explorer. The default settings for IE are to log on to FTP sites as anonymous for a username and an e-mail address for a password.
Is there a way to change this? Kind of a random side note, I know.
FTP is the industry standard for saving and deleting files from web servers if you cannot directly access the web server (actually walk up to the keyboard attached to the web server). Just think of an FTP program as a go-between for you and the web server.
You give the FTP program a command to upload, or save, a file, but the exact way to do that on the web server computer may differ from the way your computer does it. The web server may be running Unix for an operating system and you may have Windows. The FTP programs, both on your computer and the web server, know exactly how to save and delete items using the operating system so you don't have to.
A couple of good FTP programs are WSFTP LE and Smart FTP. Do a google search for either to find a place to download it. Smart FTP is free and WSFTP LE is a freeware version of WSFTP. Smart FTP looks more like Windows Explorer. Dragging and dropping is easiest in this program.