To understand WHY normal FTP doesn't work on some routers...
FTP works by creating a connection out to the server, known as the Control connection. This is on port 21.
Then to receive a file, the server creates a connection back TO the client, on port 20.
Bear in mind the FTP protocol was developed before the WWW, and certainly before people had Internet in their homes, so given all internet connected computers then had public IP addresses, this two way connection setup wasn't an issue.
With the advent of NAT routing for sharing a single public IP address, obviously the connection back to the client wouldn't work, as the router wouldn't know what to do with it.
Two things can get around that:
1. Passive mode (PASV) was developed, which is an addition to the FTP protocol, to allow the client to initiate the connection for a file transfer, rather than the server. Most FTP servers will support PASV mode nowadays.
2. Application Layer Gateway (ALG). Think of this as an interceptor in the router. An ALG is triggered by traffic on a certain port, e.g. for FTP it will detect an outgoing connection on port 21, make a note of which computer initiated it. It will then listen for connections back to the computer from the server and pass them on accordingly, thus making non PASV FTP work behind a NAT router.
Most home routers contain several ALGs to allow various protocols to work.
Not sure why yours isn't working, because most FTP clients will work in PASV by default. Try setting it anyway and see what happens. If not, try one of the other suggestions, like FileZilla (I use this myself, and it's free)
Good luck