Hi Lorenz ;

Im not sure if this is an answer for your problem, but when we were trying to do FTP with Wininet using a Proxy server, we had to send in the UserName along with the FTP Address. Here is what I am talking about :

Using FTP without a Proxy:
s1 = UserName
s2 = Password
s3 = FTP Address
s4 = Port
FtpObj.OpenInternet(s1,s2,s3,s4)

Using FTP With A Proxy :
s1 = UserName + '@' + FTP Address
s2 = Password
s3 = Proxy Address
s4 = Port
FtpObj.OpenInternet(s1,s2,s3,s4)

I hope this helps!