The most common problem: FTP passive mode is not enabled in your FTP client. Passive mode must be enabled to use FTP on our servers. Below is a definition of FTP passive mode:
Passive FTP (sometimes referred to as PASV FTP because it involves the FTP PASV command) is a more secure form of data transfer in which the flow of data is set up and initiated by the File Transfer Program (FTP) client rather than by the FTP server program. Separate FTP client programs, such as WS_FTP Pro, usually allow the user to select passive FTP. Most Web browsers (which act as FTP clients) use passive FTP by default because corporations prefer it as a safety measure. As a general rule, any coprorate firewall server, which exists in order to protect an internal network from the outside world, recognizes input from the outside only in response to user requests that were sent out requesting the input. The use of passive FTP ensures all data flow initiation comes from inside the network rather than from the outside.
The other possibility is that your network does not allow file transfers on port 21 (the default FTP port). If this is the case, you will need your network administrator to unblock port 21 on outgoing traffic.