When
you open WS_FTP, you will be faced with the Session Properties
dialogue box as shown below.

You
must fill in the fields as above with your domain name, and username
and password for logging into the FTP of your site.
Click
the 'Startup' tab, and enter the inital remote folder in the text
box indicated.
On
the 'Advanced' tab, you will find an option for 'Passive Transfers',
highlighted in the screen capture below.

Make
sure that this is NOT checked, and click OK. This will then connect
you into your FTP site.
See
the tutorial
for more detailed information.