OK, should have guessed, but even my IT guys are having this kind of trouble and they haven't found this yet. Seems we got an upgrade to McAfee recently. Did I just hear you groan? Yeah, they added a great feature: Port Blocking! On port 21, no less (both inbound and outbound). And, my company doesn't trust us to allow us to turn it off manually, so I haven't been able to verify it. But, I did find a beautiful log file that has several entries in it, even documenting when I tried to FTP and from what application!
Sorry to take your time. I'll let you know if removing this doesn't fix my problem.