I completely agree with davido.

But additionally, I have the vague idea of turning the problem into something positive: Depending on the O/S and probably other circumstances, it might be possible to use some sort of URI so that the user even does not need to copy and paste the address. An (unrealistic) example just for explanation:

Suppose it would not be sftp, but normal ftp. Then you could generate a string like

"Connect to ftp://joe\@host.mydomain.com"
[download]

Every reasonable mailer would then present ftp://joe@host.mydomain.com as link which could be clicked and would automagically open the appropriate application with the correct address when the user clicks the link.

I haven't tried, but I could well imagine that when you have installed an sftp application, something like

"Connect to sftp://joe\@host.mydomain.com"
[download]

will work under most O/Ses with most mailers.

Regards,

Nocturnus