FTP client that's included in Windows 95 and Windows NT 4.x will let you run a list of command automatically once you connect to a specified FTP server.
For example, let's say that you want to log on to ftp.microsoft.com FTP server, login anonymously, download dirmap.txt and quit.
Create a text file called ftpcmnds (for example) and include following lines in it:
open ftp.microsoft.com
anonymous
guest
ascii
get dirmap.txt
quit
Go to the "Command Prompt" (or "DOS Prompt") and run the following command:
ftp -s:ftpcmnds