FTP+SSL Error (General questions)

When trying to connect to the server, I get an error Request denied, SSL not activated.

My code is:
[code]
_client = New FtpDLX
_client.LicenseKey = License Key Info
_client.Passive = True
_client.Authentication = Authentications.Password
_client.Protocol = Protocols.FTPSwithdata
_client.TransferMode = TransferModes.Binary
_client.Blocking = True

If direction = TransferDirection.Send Then
_client.Hostname = My.Settings.FtpSendAddress
_client.Login = My.Settings.FtpSendUserName
_client.Password = My.Settings.FtpSendPassword
Else
_client.Hostname = My.Settings.FtpReceiveAddress
_client.Login = My.Settings.FtpReceiveUserName
_client.Password = My.Settings.FtpReceivePassword
End If

_client.Connect()
[/code]

I am able to connect using WinSCP GUI client with SSL Explicit Encryption . It is my understanding that the FTPSwithdata is the protocol to use as SSL Explicit Encryption

Can someone provide me some guidance on why I am getting this error.

Thanks,
Marc