I am able to download files from an FTP on Win-CE to W2008 R2 SP1 64-Bit with a batch after creating a Firewall rule:
netsh advfirewall firewall add rule name="Allow FTP" dir=in action=allow profile=private program="C:\Windows\System32\ftp.exe" enable=yes
The user is a member of the group "Administrators".
Unfortunately the above is not true for a user who are allowed to "Log on as a service".
The only "solution" - is to turn off the Firewall for the "Private Network".
The same downloading script works fine on W2003,WXP and W7 Professional 32 and 64-Bits, when invoked by a member of the group "Administrators" or a member of the same group, who are set "Log on as a service".