You don't need the JDK, only the JRE for edtFTPj/PRO.
Does their CLASSPATH contain edtftpjpro.jar? The FTPMessageListener class is in that jar file (you can verify this by renaming the jar to a zip file and looking inside).
If they do, another possibility is that they have edtftpj.jar in their CLASSPATH (our free Java library). This contains the same class, and having both jars in the CLASSPATH may mess things up.
If they are running in an application server, make sure there is only one copy of the jar being loaded.