Are you talking about achieving this through code? .Net? If .NET, then, sorry, you are out of luck. SFTP is not supported in .NET. The FTPWebRequest does not support sFTP. You will have to achieve this through a third party control. Check out WinSCP. They have a .Net wrapper to achieve this particular functionality. I have used it with a lot of success.
Hope that helps!
SS
Update: Here's a link to the url for WinSCP and .NET:
http://www.codeproject.com/Articles/769049/sFTP-and-NET[
^]