I wrote this script to connect to a FTP using a proxy server.  You could adapt it for your needs.  It prompts for the filename and folder you are trying to access.  Just cut the code you don't need, and you should be good to go.
You will need to change the FTP Server Name variable as well.  Happy coding:
Option Explicit
Dim objShell, strFTPScriptFileName, strFile2Get
Dim strLocalFolderName, strFTPServerName, strLoginID
Dim strPassword, strFTPServerFolder, strFileToGet, returnCode
'Customize code here to fit your needs
strFTPServerName = "proxy.prv"
strLocalFolderName = ""
strLoginID = ""
strPassword = ""
strFTPServerFolder = ""
strFileToGet = ""
strLocalFolderName = GetLocalFolder()
strLoginID = InputBox("Enter FTP Username: ", "Enter FTP Username", "Authentication_Method@Destination_FTP_Host")
strPassword = InputBox("Enter FTP Password: ", "Enter FTP Password", "Authentication_Method@Destination_FTP_Host")
strFTPServerFolder = InputBox("Enter FTP folder that you want to access: ", "Enter FTP Folder", "/")
strFileToGet = InputBox("Enter the filename located on the FTP that you want to retrieve: ", "Enter FTP file", "*.*")
if strLoginID = "" then 
    WScript.Echo "You must specify a Login ID for this script to work"
    WScript.Quit()
end if
if strPassword = "" then 
    WScript.Echo "You must specify a Password for this script to work"
    WScript.Quit()
end if
if strFTPServerFolder = "" then 
    WScript.Echo "You must specify a FTP Folder to access for this script to work"
    WScript.Quit()
end if
if strFileToGet = "" then 
    WScript.Echo "You must specify a Filename to download for this script to work"
    WScript.Quit()
end if
Call WriteFTPScript()
Set objShell = WScript.CreateObject( "WScript.Shell" )
returnCode = objShell.Run( "cmd.exe /c ftp -s:" & chr(34) & strFTPScriptFileName & chr(34), 1, true)
if (returnCode = 0) then
   Wscript.echo("Your file has been downloaded.")
else
   Wscript.echo("An error has occured while attempting to download your file.")
End if
objShell.Run (strLocalFolderName)
Set objShell = Nothing
' **************************************************************************
' Creates the FTP script text file
Function WriteFTPScript()
    Dim objFSO, objMyFile
    strFTPScriptFileName = strLocalFolderName & "\FTPScript.txt"  'File to be created to hold ftp script data
    Set objFSO = CreateObject("Scripting.FileSystemObject")
    If (objFSO.FileExists(strFTPScriptFileName)) Then
         objFSO.DeleteFile (strFTPScriptFileName)
    End If
    Set objMyFile = objFSO.CreateTextFile(strFTPScriptFileName, True)
    objMyFile.WriteLine ("open " & strFTPServerName)
    objMyFile.WriteLine (strLoginID)
    objMyFile.WriteLine (strPassword)
    objMyFile.WriteLine ("cd " & strFTPServerFolder)
    objMyFile.WriteLine ("lcd " & strLocalFolderName)
    objMyFile.WriteLine ("get " & strFileToGet)
    objMyFile.WriteLine ("bye")
    objMyFile.Close
    Set objFSO = Nothing
    Set objMyFile = Nothing
End Function
' **************************************************************************
' Dialog box to select folder to download to
Function GetLocalFolder()
    Const BIF_returnonlyfsdirs = &H0001
    Const BIF_editbox = &H0010
    Dim wsh, objDlg, objF
    Set objDlg = WScript.CreateObject("Shell.Application")
    Set objF = objDlg.BrowseForFolder (&H0, "Select the destination folder to download FTP files to:", BIF_editbox + BIF_returnonlyfsdirs)
    If IsValue(objF) Then 
     GetLocalFolder = objF.ParentFolder.ParseName(objF.Title).Path
    Else
     WScript.Echo "You MUST specify a folder to download files to.  Application will now exit."
     WScript.Quit
    End If
end function
' **************************************************************************
' Verifies if the the object contains a value
Function IsValue(obj)
    Dim tmp
    On Error Resume Next
    tmp = " " & obj
    If Err <> 0 Then
        IsValue = False
    Else
        IsValue = True
    End If
    On Error GoTo 0
End Function
' **************************************************************************
' Verifies if the the object is a folder
Function IsFolder(obj)
    Dim objFSO
    Set objFSO = CreateObject("Scripting.FileSystemObject")
    if objFSO.IsFolder(obj) then 
     IsFolder = True 
    end if
End Function