It's tough to determine the cause of your problem without having access to your ftp server or your PC. It could be your host, your internet connection, the program or something else with your PC. What you can do is try another FTP client. Filezilla is another free one (filezilla.sourceforge.net).
If you can, try accessing your host from another PC (on a different internet connection). You can also try connecting from the command prompt to test your connection. Type "ftp yourdomainname.com" (w/o the quotes) and login using your credentials.
* I think this thread should be moved too. Can one of the moderators accommodate this?