hello plamen,
Welcome to the forums!
I think you have used the stealth port wizard to "block all incoming connections".
Your logon session is outgoing traffic to TCP port 21 and that's working but if you issue an LS or DIR
it won't show because that will open an other data channel to transfer that information over.
That channel get's blocked by your global rules.
See here
http://slacksite.com/other/ftp.html for more information about tfp.
You need to use Passive FTP in this case to let the client do all the session initiation.
You can switch your windows ftp command line client with the following option, once logged in to the server type:
LITERAL PASV [ENTER]
That should work.