Here’s a brief tutorial on how to set up a sftp connection on an open source ftp client for Windows XP.
1. Download FileZilla for Windows XP at http://filezilla.sourceforge.net/
2. Install FileZilla
3. Open FileZilla and click on File—>Site Manager (CTRL + S)
4. Click on the New Site button.
5. Enter the host (server name (www.yourdomain.com for example)-provided to you by your web administrator).
6. Enter 22 for Port.
7. For server type, click the drop down and choose SFTP.
8. For Logontype, choose Ask for password.
9. For user, type in your user name you received from the web administrator.
10. Click the connect button and enter your password.
*To edit your settings, you can go to File–> Site Manager and click on and highlight the server you want to edit and click on the edit button to change settings. If you are a more advanced user, click on the tabs at the top of the Site Manager window for more options.