Setting up SFTP

On Windows:

1. Download WinSCP (open source ftw!). As far as I know, it's the ONLY tool I know for this sort of thing. :/
2. Get it open and where it says "Host Name (or IP address)", put:

ludgate.cs.ucl.ac.uk

and for the username, put your Computer Science username in. Then press Login.
3. Enter your password as usual. Remember this is the CS account details you want to add, not the notorious IS accounts.
4. At this point, it might start asking (or it may have already asked at the beginning, at which point I'd like to say lolwhups!), select either one. The "Norton Commander" one (wth?) gives you a file directory on the left, and your CS files on the right. Explorer will just have your CS files there.

On Linux:

To be absolutely sure you have got this thing on your TuxBox, enter:

sftp

And you should be getting some help about what parameters you should enter for using the program. Ignore this for now.
Retry it again, but put the following down:

sftp [your_cs_account_here_with_no_square_brackets]@ludgate.cs.ucl.ac.uk

For example, put:

sftp username@ludgate.cs.ucl.ac.uk

. Then after this, proceed to enter your password and you are done.
On most (if not all) linux distributions, they already provide this feature preinstalled. Whether it's Ubuntu, Fedora, Cent OS, etc. they most likely have it preinstalled by default. No need to worry here. If for some strange reason it isn't the case, find out which package manager you are using (Wikipedia helps), then use that to install packages. Just to help you out, Debian based distros (e.g. Ubuntu, Kubuntu, etc) will use aptitude, while Red Hat based distros (e.g. Fedora, Cent OS, etc) will use yum.