forget cute FTP if you ask me. open up the cmd window (noting the directory you're in in cmd which will usually be C) and instead of pinging type:
ftp <IP of box>
enter log on credentials as requested then to change directories use:
cd <dir>
don't forget to put the first slash e.g /var/tuxbox
then to remove the files use the rm command:
rm <file name>
if you want to get a file from the box use 'get' this will get the file from the box and copy it to the location you noted in the first step:
get <file name>
if you want to put a file from the local machine to the box use:
put <filename>
again the local file will need to already exist in the directory where you opened up the FTP cmd window (C)
if you want to put or get all files use:
mput *
mget *
Once you get used to manual ftp you will not use any ftp clients, by the time you have opened cute ftp you could have finished the task and moved onto the next job (opening the next beer??)