FTP is pretty simple, there are many FTP server progs for Windows, and for the Amy there are some to, just use google to find them for Windows or install the IIS FTP services (Make sure you enable the adminstrative tools in the startbar for easy access), and maybe Aminet for the Amiga..
Don't know much about the Amy ones, but FTP servers are in general more secure then sharing the windows folders, still, if you want to share folders in XP, turn off the "use simple file sharing" under tools/folder options [view] (The tools menu when you open a folder in Windows).. Make sure you don't share the root of you Widows PC, only some folders, then share in the properties dialog, not forgetting the security settings of the SHARE, not the folder/files.. Well, some people seem to think it's saver anyway...