Unable to use Proxy

[et_phonehome_2]

I am trying to go to any FTP site, but am always getting the following errors:

Error: Proxy request failed, can't connect through proxy server
Error: Transfer channel can't be opened. Reason: An established connection was aborted by the software in your host machine.
Error: Could not retrieve directory listing

Can anyone tell me what's wrong? Using other FTP clients with the same proxy settings, I have no problems. I have done the following:

Edit -> Settings -> Connection -> Proxy Settings
-> proxy type ==> HTTP 1.1 proxy
-> proxy details=> for HOST, I have specified my proxy server and
also tried using the IP Address of my proxy server
=> for PORT, I have specified 8080
-> Clicked OK

[botg]

Does your proxy support CONNECT method?