I'm told Mac doesn't do this nativelythis is not 100% true ... provided you're on OS X.
command-K - connect to server - address: ftp://some.server.dom
then a dialog should appear and ask you for your credentials. use it like any other finder-window then
alternatively the syntax is: ftp://myusername:mypassword@some.server.dom which includes the credentials like an URL.
please note that you possibly have to choose passive ftp or not in your network preferences and disable an ftp-proxy depending on the network and/or router you are connected to
christian
and remember: only a CRAY can run an endless loop in just three seconds.