Secure SHell (SSH), is a way to connect to a computer remotely. Rather than just transfering files using FTP, this allows access to a shell (like a remote terminal or command prompt). This is one way to access the file system on the robot (the other main method being to use FileZilla).
If you are on Windows, see PuTTY.
For Linux and OS X users, go open up a terminal session. Then, run the command