There are no dumb questions . . . . . including the one I'm about to ask. :-) Why are you using a browser to FTP to a site?
Generally FTP is/should be done using a program designed for this purpose: local (your computer) files on one side, connect, server files on the other, upload, download. FTP via a browser would be a very clunky way to go about it.
BUT! To answer the question:
FireFox: Tools->Options->Privacy tab, show cookies button, scroll until you see the cookie with the domain name you're on, select, delete.
Internet Destro - err- Internet Explorer: Tools->Internet Options->General Tab hit the "Settings" button in the "Browsing History" section.
Hit the "View Files" button.
You will see ALL cached files, but look for the one that says "cookie," like
which means you are logged on to your computer as user administrator, and the cookie is for webmasterworld.com. Find the cookie you want, select, hit the delete key on your keyboard, say yes to the delete cookie confirmation box.
OK out of all dialogue boxes.
A lot of people will get impatient and just delete all cookies, which is not a real "bad" thing but will remove some settings on your favorite sites.