When you try to connect to an ftp server, you have to send a user name. When
it's not given, a 'global' user called "anonymous" is sent.

Your browser, as HTTrack too, send this user to the server, wich responds with
code '230 Login successful', meaning you're already in and can download
anything you need. This code is undestood by the browser, that starts
downloading the file. On the contrary, HTTrack sends a password (given or not
by the user; with characters or empty) and, as the server doesn't expect to
receive something like that, sends something like "what are you talking
about?" and therefore connection is closed.

I don't know if there's some way to send ONLY username if code 230 is
returned.

Meanwhile, if you only need those videos, you can try using an ftp client with
user "anonymous", password empty, port 21. Connect to <ftp://ftp.newtek.com/>
and browse to /pub/Lightwave/...

Another way is to use your browser pointing to
<ftp://ftp.newtek.com/pub/LightWave/> and searching/downloading the files you
need (slower but maybe easier)