I haven't really heard of UltraFXP.. so I googled it and it turns out to be an FTP client. Assuming that you have two PCs: A & B. To recieve a file from A on B, you need an FTP server on A and an FTP client on B and vice versa. To transfer files among A & B [i.e. both to and from A and to and from B], you need an FTP client and an FTP server on both, A & B.
So what you need is something like BulletProof FTP server or Cerebrus FTP server. I use BulletProof FTP server, but that isn't free. A nice free alternative would be CrossFTP server. It ain't as feature rich as BulletProof, but it's free.. As for performance, I can't comment on that, as i use FTP for home purposes only, so I haven't really stressed the server to look at the performance.
As for clients, you can use CuteFTP, FileZilla or even UltraFXP. What i'd recommend would be FileZilla or FireFTP. FireFTP is really nice if you use Firefox [as it is a firefox extension]. Otherwise, FileZilla is an awesome client. "FileZilla Server", another product from the same team is an FTP server, but i haven't tried that.
Basically, pick up a server and client and install them on both the machines A & B. Then, you're ready for transferring files over FTP.
Links:
BulletProof FTP server: *www.bpftpserver.com/
CrossFTP server: *www.crossftp.com/crossftpserver.htm
Cereberus FTP server: *www.cerberusftp.com/
FileZilla FTP server: *filezilla.sourceforge.net/
Clients:
FileZilla: *filezilla.sourceforge.net/
CuteFTP: *www.cuteftp.com/
FireFTP: *addons.mozilla.org/en-US/firefox/addon/684