To access the firewall settings click on 'Firewall' in the left pane of the dialogue box.  'Firewall' must be highlighted in order for the settings within to display on the right. 

The passive transfer option is labeled PASV and is checked by default inside the program.  If you are having trouble transferring files after successfully connecting then it might be helpful to uncheck this option, click 'OK," and try again.

To continue this tutorial click 'OK' in the screenshot below.