Thank you for your help.
I've tried what you suggested... It seems to be the right direction, but it still doesn't work. I still get the same answer (protocol violation).
I traced with wireshark again:
ToDestination:
GET ftp://ftpUser%40ftpHost:ftpPassword@ proxyHostroxyPort/ HTTP/1.1
Host: proxyHost: proxyPort
Proxy-Connection: Keep-Alive
ToSource:
220 Ready
That's it.
Then I tried with IE7, I just put ftp://ftpUser%40ftpHost:ftpPassword@proxyHost: proxyPort/ on the command line. It works!
When I traced this command, I've got the same result as I got when I tried with my FTP-program...
Could HTTP/1.1 be the problem?