This same exact thing happened to me on a Windows XP once. That was the first and last time that has EVER happened to me in an XP environment.
In this case I had setup FileZilla FTP Server. It's super simple(
FileZilla - The free FTP solution).
Also, I just tested the Konica FTP Utility in Vista Ultimate and it's doing the same thing. I would suspect Windows is to blame(incompatability, updates, whatever). I tried typing the path in Wordpad then doing a copy paste into the FTP Utility but the '\' gets replaced.
Oh, and I tried running it in Windows XP SP2 compatability mode, no luck.