SmugDAV for Windows is easy to use.
Short version: Start -> My Computer -> My Network Places -> Add a network place -> Next -> Choose another location -> https://upload.smugmug.com/smugdav.mg
Details:
- Start -> My Computer -> My Network Places -> Add a network place

Click "Choose another network location on the next screen, click "next"

Type in the address box on the next screen, https://upload.smugmug.com/smugdav.mg, click "next"

On the next screen, enter your SmugMug nickname and password, and click OK. 
Give this Network Place a meaningful Name, and click "Next"

You can now browse your folders on SmugMug, move files, save to your computer, etc.

AlbumFetcher Crashes (yes even the latest version) https://upload.smugmug.com/smugdav.mg is not a valid windows network place!!!!
Is this project still active? No updates since 2007 ...