When you turn on Windows firwall in Microsoft Windows Server 2008/2003, FTP will only works in "Active Transfer Mode" but NOT "Passive Transfer Mode". Some FTP clients do need passive transfer mode if they are behind a firewall. Some FTP publish services like blogger.com can only support passive ftp transfer mode as well.
You can enable passive ftp transfer mode in Microsoft IIS server. Please follow these steps.
Open Start > Programs > Administrative Tools > Internet Information Service (IIS) Manager. Right click "ServerName (local computer)" and choose "Properties". Check on "Direct Direct MetaBase Edit" and click "OK".
Open C:\WINDOWS\system32\inetsrv\MetaBase.xml with NotePad or other editors. Add a new line 'PassivePortRange="5001-5008"' in "IisFtpService" section.
Open Start > Settings > Control Panel > Firewall. Add the TCP ports 5001-5008 to the firewall exception list.
Now you should be able to connect to ftp server with passive transfer mode.