Failed to Download Files from FTP Servers

Today, I came across a problem: I could not download files given by “ftp://…”. I could ping that server, but could not link to it. I was using FlashGet and I tried to change some preferences but didn’t work. At last I turned off my Windows XP’s firewall and downloading worked at once. At later, I re-open the firewall and add my FlashGet or Filezilla to the trusted applications list.