ftp server = you install a proggie like serve-u-ftp 4.0 and allow users on the internet (friends, family, whoever) to access files on that particular machine.
they can download and upload files to and from your computer!
you can limit which directories they can see, as well as tons of other options.
i run an ftp server off my cable modem and it wasn't too dificult to set up (i'm also behind a router).
but, you can even run one off a dial-up modem too.