In this video ERD AdamOutler shows the basics of turning your device into a fileserver with secure shell(SSH) and secure file transfer protocol(SFTP). He demonstrates the market app QuickSSH and offers the free alternative of market app SSHDroid. AdamOutler then goes on to show how to connect to a desktop, the programs used and how to set it up on Linux/Mac while offering Windows users some options as well.
For more information see here: http://www.xda-developers.com/android/how-to-access-your-android-device-like-a-pro-using-ssh/
Android Server Apps:
Windows Desktop Apps (Not required on Linux/Mac):