Firstly, ensure that you are using a good FTP client - we recommend FileZilla, CuteFTP or SmartFTP. Some FTP clients make it very difficult to find the settings that you need to change.
Secondly, check your settings. These can be found in your Control Panel, but are typically:-
For dedicated and semidedicated hosting accounts check your hosting welcome email for the username and password as the may differ from the standard account details
Password:- your Control Panel password for that domain.
Depending on your FTP client's settings, you may have more options. Common ones include SFTP (which should be off), and Passive/Active transfers (which should be set to Passive).
Additionally, check your firewall (Norton, ZoneAlarm, AVG Internet Security, etc) - try switching it off and attempting to connect - if it works then the issue lies with your firewall and not with our services.
Finally, take a look at any errors that you see when connecting. A common one is "530 Login Incorrect" - this suggests that your username or password are incorrect. Other errors are fairly descriptive, and a quick Google search will often reveal solutions.