Short answer: try sftp instead of ftp.
Most likely, the problem is simply that you don't have an FTP service installed and configured. FTP service isn't installed by default on Ubuntu. I don't believe FTP service is considered part of the LAMP stack, and installing lamp-server via tasksel would not install FTP service.
However, sftp, secure ftp, is provided by sshd, the secure shell daemon, which I believe is installed by default. That works quite nicely for authenticated FTP, and you can configure it to use public key authentication, which is both more secure and more convenient. Not all FTP clients support sftp, but most current ones do, including Filezilla (or lftp on the Linux command line). If you want to use public key encryption on Windows, you'll want to install PuTTY to generate the keys. PuTTY is very useful for administering a Linux box from Windows. See the Ubuntu official page for more on SSH keys.
Alternately, if for instance you want to offer anonymous FTP as well as authenticated FTP, you could install and configure FTP service. vsftpd is quite good, and fairly easy to configure. See the official page on FTP servers.