heh...
How is your firewall "turned on"? Did you load an iptables script? You'll need to allow traffic to port 21 to use your FTP server. All that has nothing to do with IM file transfers though.
The usual way to install a program, (outside of whatever package manager your distro uses) is to:
tar -xzvf packagename.tar.gz
cd packagename
less README
less INSTALL
./configure
make
su <password>
make install
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Few of us will do as much for our fellow man as he has done.
--Andrew Morton on RMS