Before all you should know the IP of your unix machine.
Eg.
Say the ip address is 10.10.15.226
Say the destination folder in windows is c:\Documents and Settings\Karthik
Say the path from where you wanted to ftp a file is /cdata/test.dir/test.run
Say the file that you wanted to ftp is TEST.TXN from the above directory.

From the command line (Click START >> RUN from your desktop, and say "cmd" to go to the command line).

The above will take you to the command prompt and the default path would be like c:\Documents and Settings\Karthik> (You can change the windows path if requried)

1. c:\Documents and Settings\Karthik>ftp 10.10.15.226
2. The above command will prompt you to enter your unix username & pwd.
3. On successful login it will take you to the ftp prompt. Check for the default directory and change it a directory from where you wanted to ftp.
4. Change the mode - say "ascii" for Ascii mode or "bin" for binay mode in the prompt)
5. Say "get TEST.TXN"

The above steps should fetch you the file TEST.TXN from unix box. Look below for the screenshot of a typical command line to fetch a file.

C:\Documents and Settings\karthik>ftp 10.10.15.226
User (10.10.15.226none)): karthik
331 Password required for karthik.
Password:
230 User karthik logged in.
ftp> pwd
257 "/cdata/test.dir/test.run" is current directory.
ftp> ascii
200 Type set to A; form set to N.
ftp> get TEST.TXN