Although unlikely in this case another conceivable problem you may have is your client's firewall. Active FTP requires that the client open a TCP port to which the server connects for file transfer.
It is possible that the client's firewall has one extended port accessible but no more so the first file is allowed through that first port and not through any other extended ports (clients tend to allocate TCP ports in an incremental fashion).
Now with passive FTP the server allocates the TCP ports for transfer and the client connects to the server. In this case the client firewall can no longer cause much trouble because the client is connecting to the outside world (firewalls protect the outside world from connecting to within the firewall).
Almost always I find that switching from a broken active mode to a working passive mode indicates firewall problems.
Now for a diagram:
Active FTP
client:n ---RETR portnum1---> server:21
client:portnum1 <---fetches-- server:m1
client:n ---RETR portnum2---> server:21
client:portnum2 <---fetches-- server:m2
Passive FTP
client:n ---PASV request----> server:21
client:n <--PORT portnum1---- server:21
client:n2 --fetches---------> server:portnum1
client:n ---PASV request----> server:21
client:n <--PORT portnum2---- server:21
client:n3 --fetches---------> server:portnum2
Note that port 21 is the command channel. This is where instructions get sent to/from. Other ports are used for actual data transfer.