You are correct. This can be done through
FTP. You will have to setup your server to act as an FTP server.
Here is a step by step tutorial:
http://support.microsoft.com/kb/323384You will also need to do change your routing so that this server is on a DMZ accessible from outside your firewall (port forwading etc..)
Once this is done you can go to the the URL you specify and navigate to folders you specify.