I was having trouble in using File zilla (184.108.40.206) behind my SideWinder firewall.
One method that worked is described below...
On FileZilla Go to Edit--> Settings --- Connection ---FTP ---- FTP Proxy --- Choose Custom and use the following setting...
Enter the proxy host details in the boxes provided below, and now you should be able to use it behind SideWinder proxy.
It worked for the site that I wanted but I did notice that this format did not worked 100% on all the ftp servers.
You'll need to use the FTP application and also set the transparent/non-transparent settings in this rule's Generic app-defense. Go read the Product Guide - there is a section there on non-transparent FTP (where you must login to the FTP proxy before logging-in to the remote FTP server). It's detailed in a KB article too I believe.