Today I had the same problem on a system in the office when trying to connect to a new server. However, this time I was running a different ftp server (vsftpd) that gave me a helpful error message:
200 PORT command successful. Consider using PASV.
I tried the obvious, which was to restart ftp from the command prompt and then type PASV, but this gave the error "Invalid command." I found several posts that said that the ftp client built-in to Windows doesn't support passive mode. The good news is that
With Windows 7, enter this command to enter passive mode:
With vsftpd, I was rewarded with this response, and everything started working:
227 Entering Passive Mode
As other have noted in the comments, this does not work on Windows XP.