Just a quick note on FTP 7, the new FTP server software for Windows Server 2008.
A guide I found on iis.net describes setting up passive port ranges and opening them up in the firewall one by one.
I have found an alternative method which I think is a lot easier to setup:
1. Open up Windows Firewall with Advanced Security from Administrative Tools
2. Right click Inbound Rules and select New Rule
3. Select the Custom Rule option and click next.
4. Select All Programs and then click Customize next to Services
5. Select Apply to this service and select from the list Microsoft FTP Service
6. For all the next steps simply click Next accepting the defaults.
7. For the name call it something like "Microsoft FTP Firewall Access"
8. Click Finish
Note: this rule allows access to any ports the FTP Service opens. This is usually port 21, and any passive ports it opens for client connections.