This problem is most often related to either firewall port-blocking or an FTP client acting in passive mode. Configure any firewalls to allow access to ports 20 and 21, and configure your FTP client to work in non-passive (active) mode.
If you are still having problems accessing the site through FTP, send an email to support@advantagecom.net describing when are you getting the "access denied" message--specifically, right after you try to connect to the server, when you try to change directories, and/or when you try to upload files.