You are probably using an FTP client that is neither RFC959 (the FTP standard) nor RFC2640 (International FTP) compliant. Some FTP clients incorrectly assume that text information will be transferred in their native character set. The FTP specification specifically states that all text will be transferred in ASCII or, for servers supporting the newer international FTP standard, UTF-8. Clients that make the assumption that text is being transferred in their native character set will see incorrect letters for non-Latin based characters.
The recommended fix is to upgrade to an FTP client that correctly supports UTF-8 encoding. FTP clients that support UTF-8 (and most major FTP clients do) will have no trouble with any file or directory name in any language or character set.
Another option is to turn off UTF-8 encoding for the client session. A client can do this by issuing an OPTS UTF OFF command after logging in. This will cause the FTP client to send text in whatever character set is native to the computer the server is running on. This is non-standard an not recommended. Upgrading to a client that supports UTF-8 is the better option.