FTP programming is done best in languages that support the protocol with packages that are provided with the software. Perl and PHP are two good examples.
Visual Basic has some support, through the Microsoft File Transfer control, but it is very limited. Often you will need to find code to implement the FTP protocol, or write a client from scratch, which is very time consuming.
A lot of FTP code for Microsoft programming languages can be found at:
http://www.planetsourcecode.com