HI What the SP are you using now, is more then 15 - so perhapth you now upload a stucture of SP? And if now not a helped you - install ftp on loacl server and test, it working? if yes then problem in network accesses, if not problem in SD ftp configuration.
First of all you need to make sure that IIS is installed and running on your server. There is no need to use a third party FTP server software, I have attached a doc that explains the FTP setup, I solved my problem using this and the help files in SD for file attachments.