Perhaps the troubleshooting information in this article may help:
You may not be able to open a project when you try to connect to a remote Windows XP
Service Pack 2-based computer by using the AutoCAD FTP service
http://support.microsoft.com/default.aspx?scid=kb;en-us;873185&Product=windowsxpsp2
Here's how to correct the problem:
How to solve this problem after opening Port 21 via the SP2
firewall exceptions tab:
1. Open Interent Explorer >Tools > Internet Options > Advanced tab
2. Uncheck the box: "Use passive FTP (for firewall & DSL modem capability)

Signature
Carey Frisch
Microsoft MVP
Windows XP - Shell/User
Be Smart! Protect Your PC!
http://www.microsoft.com/athome/security/protect/default.aspx
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