Thanks Ricky, I found the cause of my problem already, I do not connect the FTP throught Passive Mode.
In fact, I am testing the FTP from IE , it do not allow Passive Mode (I am not sure whether there is a way or not) , and I keep troubleshooting the squid , I thought is the Squid problem and yesterday only I realize this.
I am using tranparent proxy , following the tutorial giving by you , you indeed help me a lot .
Any way to allow FTP connection without Passive mode ?
I have another question on the authentication in tranparent proxy , I think I will post a new topic.
Hopefully can get your opinion ..