> But the FtpFindFirstFile still times out.

Silly question: does running VFP session as admin make any difference?

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http://msdn.microsoft.com/en-us/library/windows/desktop/aa384146(v=vs.85).aspx

Quote:
Return value
Returns a valid handle for the request if the directory enumeration was started successfully, or returns NULL otherwise. To get a specific error message, call GetLastError. If GetLastError returns ERROR_INTERNET_EXTENDED_ERROR, as in the case where the function finds no matching files, call the InternetGetLastResponseInfo function to retrieve the extended error text, as documented in Handling Errors.
End Of Qute

I am thinking may be reviewing extended error information could help?

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Firewall?