If you try to establish an FTP connection to a Mac OS X Server or other server that is running both FTP service and a firewall, the attempt may fail due to firewall protections.
When this happens, use SFTP instead. SFTP establishes the connection over SSH, so it's a secure connection. In contrast, regular FTP sends your password over plain text and is not secured.
Another workaround is to disable the firewall on the FTP server you are trying to connect to.