This sounds like maybe you have not opened the correct ports on your internet router, check to see if FileZilla server is using Passive or Active mode first, in theory it will be using 'Active' by default meaning that you need to make sure you have both the following TCP ports open on your router and forwarding to your server:-
^ Most people get confused and assume that just opening Port 21 will be fine, you infact need to open both ports 20 and 21 for Active FTP to work properly!
TCP 21 - This is the 'control' port
TCP 20 - This is the 'data' port
If you are using 'Passive' FTP then you'll need to forward the Port range that FileZilla is setup to use.
If howevevr you connect to your server locally (using the internal IP address as Mango suggests) you shouldn't need to worry about port forwarding on your router etc.
Hope this helps,