This dialog box is displayed, if the connection to the remote server has failed and option Use passive mode by default is not activated under Options/General.
In addition to the common mistakes (wrong password and/or user name, or URL etc), which may lead to the failure of a connection, note the following:
Verify, if you are using a firewall and make sure it is set up correctly.
In some cases the firewall does not allow to establish a connection in active mode. Use the passive mode instead.
Click Yes if all entered information are correct (user name, password etc.). The application now tries to establish a connection in passive mode.
In addition, you can define passive mode for the the current server or as default mode for all server. To do so, select the corresponding checkbox.