curl -O -P- ftp://ftp.sunfreeware.com/pub/freeware/sparc/10/xz-5.0.1-sol10-sparc-local.gz
From the cURL man page here: http://curl.haxx.se/docs/manpage.html#-P--ftp-port
or you can add:
-P-
to your ~/.curlrc
For lftp you can add this to ~/.lftprc:
set ftp:passive-mode off
Or just type the same command at the lftp prompt if you only want it for the current session.