1) Open the firewall policy and go to Rules tab.
2) Highlight the first rule in the page and click on "Add Blank Rule" button at the bottom. This will add a new blank rule at the top of the rules list. If you want, you can double click on the name of the rule and change it.
3) Right click on the "Action" cloumn of this rule and select "Block".
4) Right click on the "Services"column of this rule and click "Edit".
5) On the "Service List" box, check the box named "FTP Server" and click OK.
6) Now the rule is ready and should look like this.
Note: This will block incomming traffic on local port 21 and outgoing traffic on local port 20 as per the default service available in the list.