If you want help here, you need to provide details. You haven't told us what kind of account you have (shared? reseller? VPS?), whether you have been able to connect previously, whether this is a new error, etc.
You haven't even told us what you're trying to do. If you're just trying to upload files to your web directory, then I suggest that you use a standard FTP program rather than using FrontPage for upload.
If you must use FrontPage, for some extension functionality, you should check to see if you even have the FrontPage extensions installed on your account.
I am not WHB staff and I am not paid.
I provide help in these forums on my own time.