Ok.
It looks like you have a reference to the ActiveX common controls, which is pointless because all the common controls have .NET replacements in the toolbox by default.
You also have a reference to the Winsock control, which you shouldn't be using either. You should learn the .NET Socket or TcpClient class instead.
Lastly, it appears you're using the INet control. There is no direct replacement for its FTP functionality, but there is a code snippet for how to download data from an HTTP server posted on this board somewhere.