I think the following applies.. The way it's worded I believe it was originally intended for ftp servers using active mode. However the same would apply to ftp clients using passive mode. I'm not sure how F-Secure is configured so you might need to adjust the rule using this as a guide.
If you are still unable to get it working I would recommend you contact F-Secure and ask them how to configure their firewall to work with FlashFXP or FTP clients in general.
http://support.f-secure.com/enu/home...04092804.shtml
Does F-Secure Internet Security 2005 Service Personal Firewall support Active FTP?
Yes, but you have to create a new rule (outbound) in the custom security level, by using the predefined Active FTP Service (FTP / File Transfer Protocol, active mode)