Voutsonios,
A friend of mine set up a server for me on his site, using ftp to upload and download our music back and forth.
Some people sign on with MP3.com, and could tell you better how that's done(I'm not sure).
For $5-7 a month(I'm told), you can get your own host site. Try this:
http://www.hostsave.com/
Now, this site explains about ftp, and how to get it:
http://www.niu.edu/~a10jko1/download/ins_WSFTP.html
So, I hope this will help get you going.
Roy