there are several secure ftp options that a host can impose. Fusion supports 1 of those "several" posiblities
My suggestion was to use a FTP software to see if the connection issue was local (something with your computer) or remote (host settings). I am surprised that they did not ask you to try to connect using a different software unless they knew in advance that they had server issues
If you cannot connect with anything that would lead me to believe that the host has a problem.
If you want to learn how to use filezilla to upload your fusion content, you can go over my windows and linux filezilla tutorials. They are specific to my hosting so the settings my be different than what your host requires but the "what to upload" part would be the same (not host dependent other than the root folder name)
Windoz hosting: http://www.gotfusion.com/tutorials/tut.cfm?itemID=4065
Linux hosting: http://www.gotfusion.com/tutorials/tut.cfm?itemID=4066
Your host should also provide a control panel file upload option that you can use in a pench... here are my windows and linux tutorials on how to use the control panels that I offer.
Your host may offer something different but they "should" have a way for you to get content to your domain using their hosting control panel regardless of which one they are offering to their customers