You may want to look at the way you are connected.
Sometimes you need to set the server to do a passive file transfer. It just requires a change in the flags.

Also, if you want to use a higher level approach, you can try FTP Wizard.
It is an activex control that make FTP pretty easy. Less headaches, plus comes out better than expensive development time.

You can check it out @
http://www.SeekfordSolutions.com/Products/FTPWizard/