Establishes a connection to the specified host FTP server.  After the
  connection is established, you must login to the remote host before
  issuing any file operations commands.

  NOTE: The host name parameter must be quoted to preserve case
  sensitivity.

  FORMAT:
   CONNECT ["]host_name["]

  EXAMPLE
   CONNECT "geneva"    ->ULTRIX host

   CONNECT  ALBANY     ->VMS host