Can't pull files: ftpErrorWrongReply

I am using SSH, SFTP. It connects OK, but I am not able to upload any files.

Public objSSH As sfFTPLib.SSHConnection
Public objSFTP As sfFTPLib.SFTPConnection
...
set connection info...
...
ret1 = objSSH.Connect
If ret1 = sfFTPLib.enumError.ftpErrorSuccess Then
Set objSFTP = objSSH.CreateSFTPConnection()
objSFTP.DataTransferType = ftpDataTransferTypeASCII
ret2 = objSFTP.UploadFile("C:\MyFile.txt", "MyFile.txt", 0, 0, 0, 0)
end if

The return code (ret2) is always ftpErrorWrongReply. Even with a large file it returns very quickly, so it appears that it is not even trying to send the file.
I am using the exact same code to FTP to other servers and it is working fine.
I am also able to upload files to this server via FileZilla using the SFTP - SSH protocol no problem.

Any thoughts on what I should check?