I had the same harware and configuration, although I am not using the firewall.
This what I have done and now I can FTP using IE 8.
I have created a ftproot folder and an FTP site for that folder with out asigning any user to it, even no anonymous user.
I have also created FTP sites for each user/folder that I need to upload files, as well as adding an FTP publish feature to the requiered web site.
When I bind the ftp I enabled the Virtual Host name and assign a name that resamble the ftp or the web site. eg. The site is www.example.com I assigned the name www.example.com the virtual host name when bind the ftp site.
I also create user accounts that are members of the user group and the Remote Desktop group.
Finaly I disable the advanced internet option for Browsing-Use pasive FTP(for firewall and DSL modem compatiblity) .
To use the FTP feature in IE, I go to the url: ftp://IP-address-number eg:ftp://212.225.45.xxx.
As the ftproot folder does not have anonymous user enabled, the IE ask for the user name and password. As user name I use: virtualhostname | username and as password the normal password used to reach the server.eg: www.eaxmple.com | administrator1 (pipe character is important here)
The IE display the files that are in the assigned folder when the ftp site was created and allows me to upload/download any file.
I hope these note can help you. It did the trick for me.
Regards