It may be that you are actually connected, but not familiar with what being connected looks like.
If your screen resembles this image, then you are connected and can begin dragging and dropping files between your computer and that window:

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If the top of your screen instead looks like this image, then you are not connected correctly:

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Open up the Omnipress FTP Instructions email that your Project Manager sent you and copy the entire link located near the top of the email text. On your desktop, double-click
'My Computer'. Paste the link you copied into the
'Address' bar. If you do not have an
'Address' bar, go to the
'View' menu and select
'Toolbars', then
'Address Bar'. Click
'Go' on your screen or press
'Enter' on your keyboard.

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