Another point you can do

ftp>open xxx.xxx.xxx.xxx

instead of

ftp> open
To xxx.xxx.xxx.xxx

where xxx.xxx.xxx.xxx is the IP that you are trying to connect to.

Also, for get (on W2K boxes) the files are download to C:\Documents and Settings\[User Name]. When you use put (on W2K boxes), files are searched for in C:\Documents and Settings\[User Name]