After playing with the defautl install of Plesk 7.0.3 for Windows we reliased that it does not support PASV FTP if you enable the Firewall. After a few minutes of searching, the solution was found.
You need to tell IIS to only use a certain range of ports for PASV FTP connections. Microsof provides the following knowledge base article on how to achive this: How To Configure PassivePortRange In IIS
After you have limited IIS to only use a certain port range, you have to configure the default firewall management file Plesk\admin\bin\pfwmng.js to listen on the TCP ports for incomming connections. Yes, this does mean adding each port seperated by a comma in this file. For more information please visit the followin link: Plesk Firewall question