one alternative to ftp is DCC via IRC.
download a irc client like
mirc, both of you join the same network -- one that supports DCC -- make yourself a channel: try just putting the following into the bar-
/j #bluemax
right-click on your friend there and select DCC... your friend should probably setup the DCC options to auto-get file and resume incase it fails at any point. the main problem with this setup though is if it breaks at any point the sender has to manually tell it to resend, unlike ftp.
ftp is almost certainly the "best" way to do it, but IRC DCC is actually very convenient, especially if youre already a user. if you want to use ftp, get guildftp (or any other program i suppose) and shouldnt be hard if you rtfm
