Newbie Question About Sharing Files

Ok, I hope this is the right place. First and foremost I would like to welcome myself. My name is Rick and just recently purchased an 24" iMac and am loving it. I would like to know if there is a way my friend and I can send eachother large files without being next to each other or in the same internet connection. I have large presentation / avi files between in the GB range that would like to send to him as he would like to send to me. He also has a mac and wondering how do I do this. I remember when I had a PC I had some sort of FTP program where I would allow the other person to connect to my computer and download from a folder in which I picked out. Any help will be greatly appreciated.

Thanks