There sure are. But, for your case, I would suggest just using FTP.
Setup a FTP account with a username and password.
You can FTP with IE via:
Or you can download a FTP app. But for your client, just have him ftp in, save the file to his desktop and whala.
Just have him save the "Internet Explorer FTP Link" to his favorites - he doesn't even need to know his username or password then.