Keeping your Wordpress install up-to-date and installing plugins in a hassle-free manner is not so easy if your server uses SFTP. "SSH SFTP Updater Support" for Wordpress uses phpseclib to remedy this deficiency.
To install, initially, you'll want to download phpseclib SFTP Updater and upload the contents of the *.zip file to your wp-content/plugins directory. Wordpress should then automatically detect the plugin and allow you to activate it.