Whether you have a blog or a normal website one of the most important applications that you will use is the FTP. The File Transfer Protocol is the most efficient way to get pictures or files to and from the server that is hosting your site.
Not all FTP programs are the same, though. One of the best alternatives around is the FileZilla. This open source FTP client is fast and reliable and it also has all the advanced features that you will probably ever need.
You can download FileZilla here.