Automatic updating not working

I am trying to update my WordPress site using automatic updating.
I enter the correct ftp user and password and I always get two possible errors:

*There has been an error contacting your WordPress server

*User / password incorrect
I am sure that user and password are correct because I have log in to my server with them and I am connected.

What are the permissions that I should put in the wp-* directories?
Which group should these directories belong to?
What else should I take into account for being able to update my Worpress installation?

The same problem happens when I try to install a plugin.

Thanks for your attention
Pedro