Yeah if you haven't used FileZilla before, especially to connect to a unix based system it can be a little confusing about the folder structure. Some folders are also symbolic links (think of them as shortcuts) to other folders which can confuse people, you double-click a directory in a root and suddenly it jumps to another folder buried down the tree. Filezilla is a great program once you know how to use it though.
I'd also like to mention that you can use the latest stable version of Audacity or another audio editor which doesn't support AIFF export and save it as MP3. You will then need to import that MP3 into iTunes and configure the import settings to AIFF, you should then be able to righ-click the imported file and do "convert to AIFF". You will then have to locate the file on disk and rename it appropriatly, this method obviously takes a lot longer and requires more file manipulation, thats why using the latest Audacity beta with AIFF export saves a lot of trouble.