Windows only: Mount remote drives over FTP, SFTP, WebDAV or iFolder to your desktop with freeware application NetDrive. Once mounted, you can navigate your remote drive like any other folder in Windows Explorer.
The application is free to download, but its development has been discontinued so it's somewhat hard to come by (hence the direct download link below). But you can still access advanced user instructions from Novell. I actually had major problems with NetDrive crashing Explorer after I connected, but the folks at weblog FreewareGenius had nothing but success with NetDrive, so your mileage may vary. NetDrive is a free download, Windows only. Mac users can achieve the same thing with previously mentioned MacFusion. If you know of an alternative solution, let's hear it in the comments.