Well, today I decided to start the FTP Server on my mini-server, so I tried to install Filezilla FTP Server and everything went right (just selected everything to start manually).
But then, from a client PC when I tried to connect I got some errors (frequent errors). So I look it up, and then found a solution. I wanna share this with you. It is related to windows firewall, and this is my way to solve problems without disabling the firewall (just adding exceptions)

First: answer to

Status:	Resolving address of ftp.yourdomain.com
Status:	Connecting to XXX.XXX.XX.XXX:21...
Error:	Connection timed out
Error:	Could not connect to server

This is because of 2 probably things: the service is not running (check it on services.msc) or if the service is running, the firewall is blocking the port. So you will have to add the port number 21 (personally I wrote FTP Port as Name) of TCP on Firewall Exceptions (Control Panel firewall settings). That might fix the problem.

Second: answer to

Status:	Resolving address of ftp.yourdomain.com
Status:	Connecting to XXX.XXX.XX.XXX:21...
Status:	Connection established, waiting for welcome message...
Response:	220-FileZilla Server version 0.9.31 beta
Command:	USER web
Response:	331 Password required for web
Command:	PASS ********
Response:	230 Logged on
Command:	SYST
Response:	215 UNIX emulated by FileZilla
Command:	FEAT
Response:	211-Features:
Response:	 MDTM
Response:	 REST STREAM
Response:	 SIZE
Response:	 MLST type*;size*;modify*;
Response:	 MLSD
Response:	 UTF8
Response:	 CLNT
Response:	 MFMT
Response:	211 End
Status:	Connected
Status:	Retrieving directory listing...
Command:	PWD
Response:	257 "/" is current directory.
Command:	TYPE I
Response:	200 Type set to I
Command:	PASV
Response:	227 Entering Passive Mode (XXX,XXX,XX,XXX,8,4)
Command:	LIST
Response:	425 Can't open data connection.
Error:	Failed to retrieve directory listing

Hugh! I thought at this time it was going to work but no! The answer is a quote from Filezilla Project Official Page. The error is because Firewall is blocking some ports that are randomly chosen by passive voice, so, just add the service (it is NOT the interface) of FTP to secure exceptions...

1. Open Windows Firewall under Control Panel.
2. If using Vista, click "Change Settings"
3. Select the "Exceptions" tab.
4. Click "Add program..."
5. Do NOT select "FileZilla Server Interface" from the list, instead click on "Browse..."
6. Locate the directory you installed FileZilla Server to (normally "C:Program FilesFileZilla Server")
7. Double click or select "FileZilla server.exe" and press open (Once again, NOT "FileZilla Server Interface.exe")
8. Select "FileZilla server.exe" from the list and click "Ok"
9. Verify that "FileZilla server.exe" is added to the exceptions list and that it has a check mark in the box next to it
10. Press "Ok" to close the window