Do I need to "Add a Port" for snagless FTP?

I am fairly sure this is a firewall issue, possibly complicated by use of a DSL router.

I have a domain and hosting for a modest non-commercial web site. But when I try to transfer files there, if I use the Windows (XP) built-in "Network Places" to open an FTP link to my site, it consistently fails to make that connection, claiming a time-out error. But through that very same Windows utility, I can successfully open 2 other password-protected FTP destinations available to me. Of course, my site's hosting is through some really rock-bottom priced provider and maybe they've assigned my FTP a low priority for their server. But I doubt this very much, and normal HTTP access to the site is perfectly speedy and true. By the way, my hosting provider assigns my domain an IP address that is shared by others. 'Not sure if that's a factor, but I doubt it.

So I can FTP my files to my site by using the well-known utility, WS_FTP_LE. By that route, the connection is made okay, but it is still not without an annoying snag. There is always a significant delay on each and every access or file transfer, of about 20-30 seconds, that I think should be eliminated. The log file for WS_FTP_LE indicates that initial FTP LOGIN is without problem. Then, it tries to connect in passive mode to my domain's shared IP, to port 1871 thereof (in this instance?). Then the FTP client waits patiently, but that connection attempt always eventually fails, and the error is "timed out", code 0. Next, the log indicates that a PORT command is issued to "192,168,1,45,4,211" and it immediately receives a code 200 success! But that is the IP of one's local router of course. After that, WS_FTP_LE must have the needed toe-hold, because the remainder proceeds without a hitch -- until another file gets uploaded (in the same batch), because then the process begins and snags anew.

Obviously, I don't comprehend the many intricacies of FTP protocol. In my Windows Firewall, which is enabled, WS_FTP_LE is listed as an exception. Maybe I need to Add a Port or something. When I got DSL some months ago,I had to set up port forwarding in order to get Shareaza to function smoothly. That's a P2P sharing system as you may know. Maybe I need to do something here as well. I think my FTP access should be made to work through WXP's built-in FTP utility, Network Places; but either way, I don't think there should be these errors and long delays with every single small file sent.

Any pointers would be greatly appreciated!