FTP On The Go can use SSL when connecting to FTP servers, this is known as FTPS (and is similar to how a web browser connects to a secure server). Some servers support this, while others do not.
Even if your server supports FTPS, a router between the server and the Internet can cause problems connecting using FTPS with any FTP program. To fix, you may need to add some "Port Forwarding" settings on your router.
Changing to "FTP" for the Protocol on the first connect details page should let FTP On The Go connect to this server.
Connecting to an FTP server without an FTPS secure connection is always a risk. But depending on how you are connecting to the Internet, you may consider it an acceptable risk.