The requested URL could not be retrieved

Hello,

I've installed Squid 1.1.21.
It works fine for http requests, but if i try some ftp site, i 've the following error :

(For exemple, this one is from McAfee Server)

ERROR
The requested URL could not be retrieved

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While trying to retrieve the URL: ftp://xxx@ftp.nai.com/licensed/antivirus/datfiles/4.x/dat-4060.zip

The following FTP error was encountered:

  a.. licensed/antivirus/datfiles/4.x/dat-4060.zip: The system cannot find the path specified.
This means that:

    The given URL does not exist, or is not readable.

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and if i click on the URL :
Authorization needed
Sorry, you have to authorize yourself to request:

    ftp://licensed@ftp.nai.com/licensed/antivirus/datfiles/4.x/dat-4060.zip
from this cache. Please check with the cache administrator if you believe this is incorrect.

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First, I scanned the FAQ, but i didn't find any help.
Any idea are welcome,
Thanks, Fred.