Active mode means the server will proactively connect the client when doing list or transferring files, while the pasv mode means the client initiates the connect to the server.
By default, WingFTP will use port 20 to connect the client. However, when port 20 is used by other app, WingFTP will have to try another port. Port 20 is generally regarded as safe and trustful by most firewalls. So when the server uses a port other than port 20, the firewall maybe label it as untrustful and refuse the connection. In order to make the setting work, you should be sure that port 20 is not occupied by other app.
Hope this can help you solve the problem, if not, you can email us and tell us your server address, the FTP username and password, we will test it for you.