How to get the FTP clients to work?

This is something that (to me at least) should be trivial but I just can't
get it to work at all.
How do you get an FTP client to work?
I've tried several GUI clients as well as the terminal FTP command and they
all seem to get stuck entering passive mode - according to the log entries
they send the command.... And then nothing or a timeout, the following is
from the terminal FTP command:
Titania:~ susan$ ftp ftp.apple.com
Trying 17.254.16.11...
Connected to ftp.apple.com.
220 17.254.16.11 FTP server ready
Name (ftp.apple.com:susan): anonymous
331 Anonymous login ok, send your complete email address as your password.
Password:
230 Anonymous access granted, restrictions apply.
Remote system type is UNIX.
Using binary mode to transfer files.
ftp> ls
501 EPSV: Operation not permitted
227 Entering Passive Mode (17,254,16,11,223,157).
200 PORT command successful
421 Service not available, remote server timed out. Connection closed
ftp>
In my System Preferences -> Network panel in the Proxies tab, I have the
"use Passive FTP mode (PASV) checked.
I also have checked the FTP firewall option (but I think that is only if I'm
acting as an FTP server).
I am connected to the internet via a Netgear wireless router.
I also have an old Windows laptop that also uses the same wireless router
and it can FTP quite happily!!!!!
Any suggestions would be gratefully received.
Susan

ejn - thanks for your continued assistance.
I've tried turning the firewall off but this does not appear to make any difference(*). Also, I have Parallels installed and I'm sharing the internet connection with this (even though Parallels itself is not currently running). Turning this sharing off doesn't seem to change anything either.
I have noticed some entries in the ifpw.log file that coincide with some of the ftp actions. Given the following terminal session:
Titania:~ susan$ ftp ftp.apple.com
Trying 17.254.16.10...
Connected to ftp.apple.com.
220 17.254.16.10 FTP server ready
Name (ftp.apple.com:susan): anonymous
331 Anonymous login ok, send your complete email address as your password.
Password:
230 Anonymous access granted, restrictions apply.
Remote system type is UNIX.
Using binary mode to transfer files.
ftp> ls
501 EPSV: Operation not permitted
227 Entering Passive Mode (17,254,16,10,245,46).
200 PORT command successful
421 Service not available, remote server timed out. Connection closed
ftp>
at the time the "200 PORT command successful" is displayed, the ifpw log starts showing:
Sep 5 09:11:21 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:24 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:27 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:30 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:33 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:36 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
Sep 5 09:11:42 Titania ipfw: 12190 Deny TCP 17.254.16.10:20 192.168.0.5:49162 in via en1
which makes sense as the system tries to go for an active transfer.
(*) Actually, while I've been writing this, I've been playing on the terminal as well. I've found the combination of:
1) turning off the firewall
2) starting ftp
3) issuing the 'passive' command to turn off passive mode
4) issuing 'ls' etc. works
Looks like I've not been waiting long enough for the ftp client to get sick of trying the passive transfer and switching to an active one with the firewakk turned off!
Still doesn't answer the question - why does passive mode not work?
Susan

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