Version:            (using KDE 4.2.1)
OS:                Linux
Installed from:    Fedora RPMs

Steps to reproduce:

1) Enable *only* HTTP proxy for KDE;
2) Open any FTP in Konq or Dolphin =>

2.1 Dolphin silently fails and shows nothing
2.2 Konqueror:

The requested operation could not be completed
Access Denied
Details of the Request:
URL: ftp://mirrors.kernel.org/
Protocol: ftp
Date and Time: Saturday 28 March 2009 03:15
Additional Information: smb://mirrors.kernel.org/
_____________________________________________________________

If I disable proxy altogether then FTP works everywhere.