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Open My Computer by clicking the Start button, and then clicking Computer.
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Right-click anywhere in the folder, and then click Add a Network Location.
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This displays the Add Network Connection wizard. Click Next.
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In the wizard, select Choose a custom network location, and then click Next.
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Enter the name of the FTP site, with the full FTP:// in front of it, and then click Next.
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To use a name and password, clear the Log on anonymously check box. Type a user name, and then click Next.
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By default, the name of the shortcut is the same as the FTP address. If you want to give the shortcut a different name, type it in the Type a name for this network location box. Click Next.
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If you do not want the FTP site to open after you're done setting up the shortcut, clear the Open this network location when I click Finish check box. Click Finish. A shortcut to the FTP site appears in the Computer folder. You can drag that shortcut to your desktop so that it's easy to find later.
Notes
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When you first connect to the FTP site, you’ll be prompted for a password. Select the Save password check box if you want Windows to remember that password and connect you directly to the site in the future.
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You can open FTP sites in Windows Explorer even if Internet Explorer isn't your default browser.