> We have ftp product  "Auto ftp manager" [...]

   Have you asked the people who supply this program (and who might know
something about it)?

> Anyone knows how to  configure this product ?

   See above?

> [...] vms server.

   Not a very detailed description of anything, including the IP
software on the system and its FTP server.  Guessing, ...

      tcpip show version

> The user's profile created has "/" as default directory.

   "/" is not a valid directory on a VMS system.  Have you tried
specifying some VMS-valid directory spec (like, say, none, or SYS$LOGIN,
or some actual device:[dir.ect.ory])?

   Knowing more (that is, anything) about what you're trying to do using
"Auto ftp manager" might allow someone to offer useful suggestions on
alternative programs which might be more VMS/TCPIP-compatible.