Do you mean that it appears to work properly when you use it to check an
existing file, but it always returns 0 in the circumstances in which
you're using it?  The most likely cause of that is that the download
process has only begun, not finished, at the time when you call FileLen.
That seems quite likely if you're using the command-line FTP.EXE
utility, since that would not be in any way synchronized with your code.

The most common way to synchronize with a utility of this sort is to
start the utility and then enter a timing loop that repeatedly checks
the target file to see if it has more than 0 bytes, indicating that the
utility has finished.  But that's not going to work in your case,
because you'll get a 0-byte target file if the source file isn't there
at all.

I imagine that you could work around this by first downloading the
source directory into a file, checking that file to make sure the file
you want to download exists, and only then downloading the file.
However, working with the command-line utility is cumbersome.  You could
get finer control, and avoid the synchronization problem entirely, by
using a different FTP mechanism.  For example, you could use Dev
Ashish's Internet Data Transfer Transfer Library:

   http://www.mvps.org/access/modules/mdl0037.htm
   Modules: Internet Data Transfer Library

And there's another freeware FTP utility called Chilkat FTP -- I don't
have the URL handy, but I'm sure you could find it on the web -- that
others have used with great success.