My understanding of FTP over SSL (ftps) is that it doesn't work well with firewalls and NAT. In an ordinary FTP session, the information about data connections is read, and for NAT modified, by the firewall in order for the firewall to dynamically open the needed ports. If that information is secured by SSL, the firewall can't read it or change it.
Using SFTP, or scp, makes the network administrator's job a lot easier - everything happens on the server's port 22, and the transaction follows the normal client/server model.
One thing not mentioned is whether or not your firewall is performing NAT and whether or not it is static NAT or dynamic NAT. If your client machine has a static address or is being statically NATed, you may not need to make any firewall changes, assuming you allow all outbound traffic and the server operates only in Passive mode (PASV).
To know exactly what ports you will need to open, you will need to either:
a) talk to the vendor to get specifics about how their system has been configured.
b) Use a protocol analyzer, such as tcpdump or wireshark, to look at the traffic, both from outside your firewall and inside your firewall
You need to find out which port is the Control Connection. You list 3, which seems odd to me. Assuming the server only works in PASV (passive) mode, you need to figure out how the server is configured to allocated DATA ports. Have they locked down the DATA channel to a single inbound port? Have they locked down the DATA channel to a small range or ports?
With these answers, you can start configuring your firewall.
Best Answer
I just created a 'New Rule' - opening TCP 20-21 and got it working. Microsoft default FTP Rules were still in place and activated, but were blocking the connection.