Each operating system comes with its own definition of a valid filename. As a workaround FTP utilities offer options for renaming files.

   ftp> ntrans : - 
   ftp> get FORS1.2005-03-29T09:37:42.829.fits
   ftp> quit
   % ls -ltra 
   % -rw-r--r--    1 wici users 83520 Mar 28 20:12 FORS1.2005-03-29T09:37:42.829.fits

In above example the FTP command "ntrans" replaces all occurrences of a colon ":" by a dash "-". Please refer also to the documentation of your local FTP installation and look for commands like "ntrans", "nmap", "case" or "runique".