Serve Documents AND Applications with SharePoint

I have a SharePoint environment that will be available from the internet.
it is great for serving up documents, but I need to serve up applications as
well. (applications that would be zipped and downloaded to a desktop, then
run.) Clients need the application AND the documentation to go with it.
Isn't this a common requirement in a portal? I'd like to use an FTP client,
as this is better for serving up applications (usually from 75-250 MB), but I
need something that would work with SharePoint so that our clients do not have
to authenticate twice. Does  anyone know of a SFTP client that would allow
SSO and I could link to it through SharePoint without a dual authentication?
OR...could I serve up apps with SharePoint?

Hey, has anyone worked with designing a SharePoint site that has to dealwith

Hey, has anyone worked with designing a SharePoint site that has to deal
with large files? I do not want to use WebDAV, as that stores the info in the
database and I have heard about StoragePoint which stores all the docs
externally (but it is super expensive).
I'd love to hear some feedback.