Typically you are improperly entering you information in the FTP screen. Please try the following. Once you build your site you can upload from tools > transfer files: (Please note the following mentions GoDaddy specifically, but it applies to most hosting providers.)
- Profile field: Use any name you wish; this will create a blank profile for you, allowing you to proceed.
- Host name: With GoDaddy the server is usually ftp.(your website name).com. For example ftp.mynewwebsite.com would be the server address forwww.mynewwebsite.com
- User identifier: This is the user name provided to you by GoDaddy
- User Password: As above, this is the password provided by GoDaddy
- On the 'General' tab, the 'initial remove folder can be left blank
- On the 'Firewall' tab you can try passive transfer if you continue to have problems.
- All other fields can be left at the default settings
- Press ok to connect with your site.
- On the FTP Max window you can press the 'Show Log Window' to list any messages returned from the server.
This should allow you to connect to the server properly. If you still have difficulties you may wish to contact your host provider to verify the connection settings they provided.