Maybe you can first try connecting to ports 20 and 21 on your FTP server.
To do this, execute:
telnet your_ftp_machine 20
telnet your_ftp_machine 21
where your_ftp_machine is the hostname of the computer in the DMZ to which you FTP.
I'm guessing the firewall is blocking FTP access. However, I can't really why this results in an unknown FTP error. It should tell you something like "access denied" or "connection closed".