This depends on the ftp client you are using. On Mac OSX (ftp client from BSD), for example, the default command line ftp client accepts the full url, while for example in CentOS the default client doesn't, and you need to connect just to the hostname. So, it depends on the flavor of linux and the installed default ftp client.
Default ftp client in CentOS (ARPANET):
ftp ftp-trace.ncbi.nih.gov
cd 1000genomes/ftp/data
If you want to use the full url in CentOS 5.9 or Fedora 18 (where I tested it), you could install an additional ftp client. For example ncftp and lftp have the behavior you are looking for.
ncftp, available through yum or your favorite package manager:
ncftp ftp://ftp-trace.ncbi.nih.gov/1000genomes/ftp/data/
NcFTP 3.2.2 (Aug 18, 2008) by Mike Gleason (http://www.NcFTP.com/contact/).
Connecting to ...
...
Logged in to ftp-trace.ncbi.nih.gov.
Current remote directory is /1000genomes/ftp/data
lftp, also available through your favorite package manager:
lftp ftp://ftp-trace.ncbi.nih.gov/1000genomes/ftp/data/
cd ok, cwd=/1000genomes/ftp/data
lftp ftp-trace.ncbi.nih.gov:/1000genomes/ftp/data>
Another, more efficient, way to retrieve a page, is using wget or curl. These work for http, ftp and other protocols.