FTP Server connects with Fetch but...

I've set up an FTP Server on our OS X Server 10.5. I can go there fine with a dedicated ftp application like Fetch and read, write and delete like I want.

But when I use the Mac command-K (Connect to Server) it opens fine and I can download from there but cannot upload or delete anything.
I have setup a user that has all those privileges. And use ftp://user:password@domain.com.

I'm sure I've read somewhere about why this doesn't work but can't remember.