I would setup a FTP site either on your computer or your friends. THis way, if there is a big file that youd like to share, you can stick it in a folder that accessable from your FTP site and fire it up and have your frined connect. As for the software, I'd recommend BulletProof FTP for the server and then CuteFTP or IPSwitch's WS-FTP for the client.
-Mike