The "Publish this file to the web" feature in XP has become Network Location
in Vista. Open Computer, right-click on an empty space, and choose Add
Network Location. A wizard will appear to add your FTP site, web share
website, or server shared network folder. Once you fill in the address, an
icon for it will appear in Computer. This icon will open the site in
Explorer, with Explorer's interface, to which you can drag and drop your
files. For FTP, it's a simple solution to download, upload, and otherwise
manage files, but it works fine, if you want nothing more complex than than
that.
Too, "Enable FTP folder view (outside of Internet Explorer)" must be checked
in Internet Properties, on the Advanced tab.