Roy,
I have had a difficult time getting it to open even with Brian's method which I have tried numerous times. Maybe I have been too impatient. I can't even right click and save as where I then get an error message.
If you aren't able to get into it that way, the page method works better. If you are using 7.0, you should be able to get to. It wasn't obvious to me either. But, you should have some icons at the top right of Explorer. Something like the House icon, RSS icon, print icon and then the Page and Tools icons. If you are in an FTP site, then you will see open FTP in explorer on the dropdown of Page. Then you click on that and follow by entering the username and passwords.
For some reason, I am having a tough time getting the document onto my actual FTP site where you can simply download it.
