I have an XP machine and I want to use Crystal FTP Pro to upload stuff to my web directory on the internet. I use SME as my proxy/firewall. HTTP browsing is fine, but my FTP client cannot connect to the site.
I have no knowledge of this client, but I have not come across one which doesn't work through the SME. You're not trying to use passive mode or anything are you?
Why not try a little experiment & use the client in XP? It's only a commandline client, but it may shed some light on why the other one isn't working.
Start / Run / ftp <IP or FQDN>