Windows 7 native FTP client

I use the built-in capabilities for FTP transfer in windows explorer quite a lot for simple transfers. I just tried to do so to copy a bunch of files from my web server to my desktop. I drag-dropped files to a local folder, but then immediately realized I'd selected the wrong files. I clicked "cancel", thinking that this would cancel the operation. Boy was I wrong! The transfer dialog changed stated to say "Cancelling..." for a good couple of minutes. Just fucking cut the TCP line, close the dialog and let me get on with my work.