Using your example:
Server: ftp.mywebsite.com
Path: documents
Leave the ftp:// ot http:// off - these are conventions used by your browser.
It's a little confusing at first, but in DNS names follow a right to left hierarchy. Again using your example, COM is the top level domain - then MYWEBSITE, followed by a specific machine FTP. By convention, websites are often found on a machine (or "host") named WWW, so the website found at MYWEBSITE.COM can be found on the computer whose name is WWW - the fully qualified name -
WWW.MYWEBSITE.COM, got it?
You can very quickly verify your settings using a command prompt, in my case, I've got my domain set to default FTP and Web traffic to the same box, so I don't neemd the extra machine name. The path, or folder I want to see is ARCHITECTURAL:
Microsoft Windows [Version 6.0.6001]
Copyright © 2006 Microsoft Corporation. All rights reserved.
C:\Users\john.murray>ftp imagesbymurray.com
Connected to imagesbymurray.com.
220 Microsoft FTP Service
User (imagesbymurray.com:(none)): xxxxxxxx
331 Password required for xxxxxxxx
Password:
230 User xxxxxxxx logged in.
ftp> ls architectural
200 PORT command successful.
150 Opening ASCII mode data connection for file list.
index.html
res
slides
thumbs
226 Transfer complete.
ftp: 33 bytes received in 1.08Seconds 0.03Kbytes/sec.
ftp>
As you can see, I logged in and LiSted the contents of the ARCHITECTURAL folder
hth - John