After one stop & start the iptables, I managed to lose all the connections to the FTP:

root@server [~]# service iptables stop 
Flushing firewall rules:                                   [  OK  ] 
Setting chains to policy ACCEPT: mangle filter             [  OK  ] 
Unloading iptables modules:                                [  OK  ] 
root@server [~]# service iptables start 
Flushing firewall rules:                                   [  OK  ] 
Setting chains to policy ACCEPT: filter                    [  OK  ] 
Unloading iptables modules:                                [  OK  ] 
Applying iptables firewall rules:                          [  OK  ] 
Loading additional iptables modules: ip_conntrack_netbios_n[  OK  ]

Consequence: [R] Data Socket Error: Connection failed [FTP] incoming / outgoing, although in the server it appears that I was logged in, I had nothing to do.

SOLVING:

root@server [~]# iptables -A INPUT -p tcp --dport 21 -j ACCEPT 
root@server [~]# modprobe ip_conntrack_ftp

“/” is your current location ;-)