Can I transfer files between 2 sites?

How can I transfer files between 2 sites directly?

Connect to both sites, one after the other, and then drag & drop for one remote server window to the other remote server window. Note both servers must support this (it's called FXP).

^ok i used to do that and it would work fine, but then i formatted my computer and reinstalled SmartFTP and whenever i do it now, the place i drop into registers the files as 0 bytes. Is there some settings i have to change?

thanks for any help