Connecting to a server across the internet is much more secure using SSH. There is a way that you can mount a folder on a remove server using the SSHFS service (based on the SSH File Transfer Protocol).

Open terminal and follow these steps:

1. Install sshfs

sudo apt-get install sshfs

2. Add yourself to the fuse group

sudo adduser yourname fuse

3. Log out and in again

4. Create a directory to mount the remote folder in (eg. in your home directory or in /media…)

mkdir ~/yourmountdirectory

5. Mount the remote server

sshfs username@host:/remotepath ~/yourmountdirectory

You'll be prompted to save the server key and for your remote password.

Now you should be able to cd into the directory and start using it as if it was local.

6. To unmount sshfs enter this command

fusermount -u ~/yourmountdirectory

GUI

I found two graphical user interfaces for SSHFS.

Pysshfs

Python/GTK script

1. Get the script

wget http://www.ad-comp.be/public/projets/pysshfs/pysshfs

2. Set the permission to execute

chmod +x pysshfs

3. Instal python dependency

sudo apt-get install python-pexpect

4. Run script

./pysshfs

Here you can see, how to use Pysshfs

via: www.ad-comp.be

GSSHF

You can get this GUI by two ways

1. The hard way (but it's quite easy:)

Get the source and compile it by yourself (hint: cmake, build-essential, libgtk2.0-dev, checkinstall or dh_make)

wget http://download.tuxfamily.org/sallu/utilities/gsshfs-1.0.3.tar.bz2
tar xjvf gsshfs-1.0.3.tar.bz2
cmake
make
sudo checkinstall

2. The easy way

Download a deb package, that i make for you.

UPDATE (2010/12/10)

Gigolo

I found another GUI application called Gigolo.

GVfs is an userspace virtual filesystem and the successor of GnomeVfs but does not depend on Gnome itself. It only requires a recent GLib version and a properly setup DBus system. Then it provides almost transparent access to remote resources like FTP or SFTP (SSH) connections, SMB (windows shares) or special resources like the Trash (trash://), Burn (burn://) or even accessing your digital photo camera (gphoto2://).

1. Install all necessary dependencies listed here.

2. Download the latest version from Gigolo homepage and extract it

wget http://files.uvena.de/gigolo/gigolo-0.4.1.tar.bz2
tar xjvf gigolo-0.4.1.tar.bz2

3. Enter Gigolo directory and this commands:

./configure
make
sudo checkinstall

This will install Gigolo and make new deb package, which you can use on another computer. 

If you want remove Gigolo from your system, uninstall it as a regular package

sudo apt-get remove gigolo

I prepared this package for you v0.4.1

Gigolo v0.4.1: gigolo_0.4.1-1_i386.deb