The attached patch fixes this case. It still leaves the following problem:

>>> u=urllib.urlopen("ftp://ftp.zlatkovic.com/pub/libxml/md5sum.txt").read()
>>> urllib.urlretrieve("ftp://ftp.zlatkovic.com/pub/libxml/md5sum.txt","t.bin")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Py\lib\urllib.py", line 98, in urlretrieve
    return opener.retrieve(url, filename, reporthook, data)
  File "C:\Py\lib\urllib.py", line 245, in retrieve
    fp = self.open(url, data)
  File "C:\Py\lib\urllib.py", line 213, in open
    return getattr(self, name)(url)
  File "C:\Py\lib\urllib.py", line 558, in open_ftp
    (fp, retrlen) = self.ftpcache[key].retrfile(file, type)
  File "C:\Py\lib\urllib.py", line 906, in retrfile
    conn, retrlen = self.ftp.ntransfercmd(cmd)
  File "C:\Py\lib\ftplib.py", line 334, in ntransfercmd
    host, port = self.makepasv()
  File "C:\Py\lib\ftplib.py", line 312, in makepasv
    host, port = parse227(self.sendcmd('PASV'))
  File "C:\Py\lib\ftplib.py", line 830, in parse227
    raise error_reply, resp
IOError: [Errno ftp error] 200 Type set to I

I reckon this can't be fully fixed without fixing `ftplib' first, see issue25458.