cannot connect to any ftp except with port 21

I'm having a problem connecting to any ftp unless it's on port 21, I looked over the forum here first before I posted this to maybe find out why but no luck..

I'm running windows ME and i'm networked together to another computer. through network either net cards...

but here is the errors I recieve:

when I uncheck passive I get this error??

150 Opening data connection for directory list.
425 Cannot open data connection (10060).


when I got passive checked I get this error??

Data Socket Error: Connection failed (Connection timed out)


I've went over and over the setting with no luck, any help would be much appreciated..