First install FTPServer from Android Market. After installation, the icon will appear in your launcher.
On first launch, it will ask for username, password, port etc. You can choose them according to your choice.
Then check the checkboxes saying "Accept Connections". Then tap "Save and Restart Service".
Now you'll have a blank window with the IP Address of the server on the top. We'll need the IP Address, so note it down.
Congrats, you have successfully configured your phone. Now lets head over to the PC. We shall see how to configure the connection on Linux, and then Windows.
We have used elementaryOS here, but it should be similar for any distro running gnome.
Find "Places" in menu and select "Connect to Server".
Now, when asked for the details, enter the IP Address that you noted down and the port and username those you had configured in the phone. Now click "Connect". If you wanna use it later, remember to check "Add Bookmark".
If everything goes right, now you can browse through your files in the phone.
These instructions are for Windows 7. The steps should be similar for Vista.
First open "My Computer". Right click anywhere to bring the context menu and select "Add network location".
Now you'll be guided through the setup wizard. Select "Choose a custom network location". Then click "Next".
Now enter the address like this - ftp://IP:port (Replace "IP" and "port" with their respective values)
Now you have to enter the username. Be sure to uncheck "Login anonimously". Then proceed to next step.
Now give a name to the network location and finish the wizard.
When you'll connect to the network, it will ask for your password. After entering the password, click log on to access your phone.
Now you can manage your phone from windows explore remotely:)
When connected, your phone will be like this. You can go to the settings or stop the FTP Service by pressing the menu button and selecting appropriate option.
Scan the QR Code below from your device to install FTPServer.
We have tested this on our Xperia X10 Mini running gingerbread. Don't forget to test and post the results in comments:)