The easiest way is to right click the Norton Firewall icon by your clock and Open (or just double click it). Click Personal Firewall > Configure, then select the Program Control tab. Find your ftp client in the list of programs, and remove it. Next time you launch your ftp client, Norton will ask for permission to allow it, in which case you obviously say Yes, and tick the box to tell it to always use that answer.
There are ways to configure individual ports, but you shouldn't really need to go there if the above method works.