Dealing with a server that is hosted requires a stronger level of security. This typically means no ftp or file sharing is allowed. However, ssh is secure and you can even prevent passwords and use rsa keys.
However, all this security does not mean you cannot mount a drive using OSX. Using the MacFuse at google, you can mount a remote ssh/sftp drive with a hostname, username, password (or rsa key) and path.
1. Download and install MacFuse from the link
2. Restart your OSX (it does some low level magic that makes writing mounted disks easier)
3. Download and copy the sshfs into your Applications from the link.
Now that you have it download, you can run the sshfs application and connect to your disk.
If you do use an RSA key or the like, you will need to first connect via the command line so that the host gets to be trusted and then it will work fine from there on.