I did a search and found this:
http://www.enterprisedt.com/forums/viewtopic.php?t=21
The last post in the thread is exactly my situation. However the resolution mentions a developers guide that I do not have (the post is old so maybe that is why).
Basically, I just need to connect through a simple FTP proxy server on port 21. I've tried the current connection methods via proxy and they do not work for this. I can connect through the proxy using FileZilla as well as CuteFTP so I know the settings work, I just can't get things configured correctly using this software.
Any help would be great, thanks!
Ohh, I'm using the free download version for evaluation as well incase that matters.