How much trouble would it be to program a ftp client so that I can upload and dowload files via ftp?
It shouldn't be, as long as you are familiar with writing network apps and use TCP (not UDP) so you know you don't lose packets
Is it even possible in BMax?
It can be done in any programming language that can communicate over TCP/IP
Why is all ftp-clients soo slow?
They aren't, you can download many megabytes a second if the network connection between your computer and the server is fast enough.