Sleeping does not mean that your program is doing nothing, it just means that it's not currently being run on any processor. For example, on a machine with only 1 processor you'll only see 1 program marked as running with ps (and that's probably ps itself). With 2 processors you'll see 2, ...

An IMHO better way to check connectivity would be to first try to ping the host, check if the FTP port is open, try to download a small check file, and only then do the large transfer.