If you want to connect using a command line ftp program you need to just name the host from after the command line rather than an http URL, like:
$ ftp hostname
You will then need to login, even for anonymous access. Here is an example session:
myuser$ ftp cdiac.ornl.gov
Connected to cdiac.ornl.gov.
Name (cdiac.ornl.gov:myuser): anonymous
331 Please specify the password.
Password: anonymous@ornl.gov
230 Login successful.
Remote system type is UNIX.
Using binary mode to transfer files.
ftp> bye
221 Goodbye.
You will need to navigate to the directory ftp/ndp026b.
The URL < is for use in a browser if you wish to access the files that way.