there are as many FTP clients as there are operating systems and their flavors. Each one is different. I personally can't think of a way of using plain vanilla FTP fetch an entire folder structure. I know "get" will fetch a file and "mget" will fetch a set of files using a wildcard. Perhaps your ftp client implements something that will fetch entire folders. Try "man ftp" on the source server you're using and rtfm.
The easiest way I know of to copy folder structures across networks (without access to NFS or samba mounts) is to use SCP. SCP uses the SSH subsystem to connect to the remote host. The '-r' flag wil copy entire folders nicely. Therefore:
scp -r firstname.lastname@example.org:/folder/to/copy .
will copy the entire contents of /folder/to/copy to the current directory, replicating the folder structure and all that. You can use this to copy from any machine that you have SSH access to. If you only
have FTP access to the remote server, you'll have to read the ftp documentation for the client your using to see if there's a magic command to copy folders and their contents.