FTP Download? And other questions.

I'm trying to figure out the FTP Download sample that is posted under 'Internet'.
When I try to make my own program it works all but the last part. I beleve the code was:

CStringArray CSA;

CSA.SetSize(0,5);
CSA.Add("Ftp.microsoft.com");
CSA.Add("USER NAME");
CSA.Add("PASSWORD");

CSA.Add("//developer/??/readme.*"); CSA.Add("FILE.*");

FTPDownload dl(&CSA);

What is the FTPDownload dl(&CSA); do. Thats where I get my errors. And do I have to use the PropDlg or can I make my own? Such as a wizard page?
I am trying to let the user change the server that the above connects to. I have many different servers I can use. They are listed in an listbox and the use can select one closest to their area. How can I change the server this FTP code connects to?
Another question, how can I antimate a bitmap picture within a dialog box? I have about 7 pictures I want to make move.

Thanks, I don;t know what I'd do with out you guys!

Nathan Strandberg