The SFTP protocol encrypts both user credentials (username/password) and the actual data being transferred. 

If you are new to working with FTP/SFTP, see SSH File Transfer Protocol on Wikipedia.

There are many free third-party FTP programs that you can download. Some are platform-specific; ensure that you download the software that matches your operating system.

• Core FTP – Windows only – To ensure that an SFTP connection is used with Core FTP, select Advanced -> SSH and select Use Putty Compatible SFTP.
  
• CuteFTP – Mac OS X and Windows (SFTP is only available in the Pro version of CuteFTP)
• Cyberduck – Mac OS X and Windows
• FileZilla – Linux, Mac OS X, and Windows
• FireFTP – Linux, Mac OS X, and Windows client that runs on the Firefox browser
• Free FTP – Windows only
• Simpleftp – Mac OS X only
• SmartFTP – Windows only
• Transmit – Mac OS X only