We have 2 sites, configured almost identically, and FTP works at one site
but not the other.

In IE, typing ftp://user:pwd@ftp.site.com lets you in with fill access at
one site. At the other, you get the message "proxy server is not setup to
allow full access" and it lets you in to the site read only with annonymous

The BM server at each site is configured the same (AFAIK) the only
difference being at the site that doesnt work, it is the only server, BM
being on the same server as everything else.

Ive ruled out access rules, and I think Ive ruled out filters too, anyone
any ideas?