Copy the msys produced FTP procedure to your recognized PROCLIB, such as SYS1.PROCLIB, and change the data set names to suit your local configuration.
For example make sure the //SYSFTPDD and //SYSTCPD DD statements point to the correct file locations. Also, if you have your own translation table used for FTP control connections, make sure the environment variable, "_FTPXLATE_MSYS=", in the start procedure point to the correct file location.