I watched the FTP Video Tutorial. The instructor shows how to locate which SHP I have, but when I follow the links, it shows nothing. I'm assuming I have a Web Hosting platform, but it does no good in FileZilla, since it needs a name and password.
I also have SmartFTP, so if anyone knows what info either one of these programs need, I'd be very grateful.
A call to tech support solved the problem. Seems as though a Web Host doesn't support ftp. I opted for the cPanel, and got everything setup. Cost a few more $$, but oh, well. Gotta pay if I wanna play.