"mystring" is the directory you want to change into. So, if you're in the directory, "/d1/d2", and you want to change to the directory, "/d1/d2/d3/d4", you would use:
ftpClient.ChDir("d3/d4")
BTW, have you had a look at FTPConnection? It's got a less protocol-centric API and can be used as .NET component.
- Hans (EDT)