FTP software is used for uploading and downloading files from your account. You don't have to use FTP software as your Domain Registration Services web hosting account control interface includes a file management feature; but managing your file base via FTP is a much quicker option. 

Today's FTP software applications are very easy to use and of the most popular FTP applications is FileZilla.

Among FileZilla's many features:

• Intuitive graphical user interface.
• Supports FTP, FTP over SSL/TLS (FTPS) and SSH File Transfer Protocol (SFTP)
• Versions available for Windows Mac OS X and more
• Supports resume and transfer of large files 
• Filename filters
• Directory comparison
• Remote file search

Another great aspect about FileZilla is that it's totally free.  You can download FileZilla here.

Other popular FTP programs you may wish to try:

BulletProof FTP
Ipswitch's WS_FTP Pro
Junod's WS_FTP LE
GlobalSCAPE's CuteFTP