When you connect to a FTP site, Internet Explorer sends anonymous credentials. If the site requires credentials, an Authentication dialog should prompt you to enter them.
If the Show friendly HTTP error messages option is enabled, an Authentication dialog is not generated and you receive The page cannot be displayed error.
To workaround this behavior:
1. Use the Internet Explorer Tools / Internet Options menu and select the Advanced tab.
2. Clear the Show friendly HTTP error messages box.
3. Press Apply and OK.
NOTE: You could force all client computers to go through a proxy server instead.