So if I understand correctly, you want to delete some files on the FTP? If so, GlobalSCAPE has a really nice FTP program. They have a free trail. If you do not want to do that, there is another way. Im doing this on windows XP so I'm not sure how to do it on other OS. Anyway...
Go to "My Network Places"
Then Click on Add a Network Place
Go through the wizard and you should be set.
Hope that helps