FTP Active vs passive mode
If you check the official specification of the File Transfer Protocol, you'll find that:
FTP can be run in active mode or passive mode, which control how the second connection is opened. In active mode the client sends the server the IP address port number that the client will use for the data connection, and the server opens the connection. Passive mode was devised for use where the client is behind a firewall and unable to accept incoming TCP connections. The server sends the client an IP address and port number and the client opens the connection to the server. Both modes were updated in September 1998 to add support for IPv6 and made some other changes to passive mode, making it extended passive mode.
So, my first thought is that there's something wrong with your folder permissions. Double check them.
I'm guessing that the first file was small enough to be acceptable to transfer on the same connection, but that the second file was larger.
Although unlikely in this case another conceivable problem you may have is your client's firewall. Active FTP requires that the client open a TCP port to which the server connects for file transfer.
It is possible that the client's firewall has one extended port accessible but no more so the first file is allowed through that first port and not through any other extended ports (clients tend to allocate TCP ports in an incremental fashion).
Now with passive FTP the server allocates the TCP ports for transfer and the client connects to the server. In this case the client firewall can no longer cause much trouble because the client is connecting to the outside world (firewalls protect the outside world from connecting to within the firewall).
Almost always I find that switching from a broken active mode to a working passive mode indicates firewall problems.
Now for a diagram:
Active FTP
client:n ---RETR portnum1---> server:21
client:portnum1 <---fetches-- server:m1
client:n ---RETR portnum2---> server:21
client:portnum2 <---fetches-- server:m2
Passive FTP
client:n ---PASV request----> server:21
client:n <--PORT portnum1---- server:21
client:n2 --fetches---------> server:portnum1
client:n ---PASV request----> server:21
client:n <--PORT portnum2---- server:21
client:n3 --fetches---------> server:portnum2
Note that port 21 is the command channel. This is where instructions get sent to/from. Other ports are used for actual data transfer.