Click Start, point to Settings, and then click Control Panel.
Double-click Internet Options.
Click the Connections tab.
Click LAN Settings.
Click Advanced.
Under Servers, click to clear the Use the same proxy server for all protocols check box.
In the FTP box, type the Uniform Resource Locator (URL) for your FTP gateway server. The following example illustrates the syntax to use:
ftp://ftpgate
Click to clear the Port check box to the right of the FTP box.
Click OK, click OK again, and then close the Local Area Network (LAN) Settings dialog box.
Click OK to close the Internet Properties dialog box.
You can now connect to an FTP site in the Open dialog box of the programs listed in the "Applies to" section.