Connecting to SFTP with PcManFM

When I run pcmanfm 'sftp://user@machine', it gives me a 'Operation not supported' error. I think I'm just missing some software for mounting sftp connection into the file system, but I have no idea what it is. Simply running sftp user@machine works as expected, but I'd like to be able to see the file system from pcmanfm, just like you can with KDE's dolphin. I'm fairly certain that this is possible since when I was searching for an answer to this problem, I found some people asking about this, however I didn't find any actual solutions to this problem. Any idea how to resolve it?