Find active/passive mode option in your FTP client's preference, and change it from passive to active or the otherway around. 

Location of active/passive option in some clients:

FileZilla

File->Site Manager->[site]->Advanced->"Passive transfer mode"

FlashFXP

Site->Site Manager->[site]->Options->"Use Passive mode"

Internet Explorer 6

Tools->Internet Options->Advanced->Browsing->"Use Passive FTP"

SmartFTP

Tools->Settings->Connection->Data Connection->Mode