This is because the controls have not been instantiated correctly on the form before they attempt and action. You can either use the components on Form_Activate() or create the component dynamically.

The following is an example of creating a component dynamically and using that control on Form_Load(). Note, you must assign the FTP control as a reference in your VB application before doing this.

Dim WithEvents ftp1 As FTP

Private Sub Form_Load()

Set ftp1 = New FTP

ftp1.RemoteHost = "xxx.xxx.xxx"
ftp1.User = "user"
ftp1.Password = "password"

ftp1.Logon
ftp1.ListDirectory
ftp1.Logoff

End Sub

Private Sub ftp1_DirList(DirEntry As String, 
FileName As String, IsDir As Boolean, FileSize 
As Long, FileTime As String)

    Debug.Print FileName

End Sub