Apple seemingly dropped the FTP Server support in Mac OX Lion. Only the GUI has been removed and the FTP Server can be activated.
You can still enable it with the command line. To start it type the Terminal command:
sudo -s launchctl load -w /System/Library/LaunchDaemons/ftp.plist
To stop it:
sudo -s launchctl unload -w /System/Library/LaunchDaemons/ftp.plist