Cannot connect

Hi!

I have problem with wordpress. I can connect through filezilla ftp program, and everything works fine. But, when I am trying edit something through wordpress dashboard (delete theme or something), it ask me for host name, FTP username, FTP password, and I cannot log in I got this message: Error: There was an error connecting to the server, Please verify the settings are correct. My question is: same data I use for connection with filezilla I should use at wordpress dashboard???
Because, same data works for FileZilla ad does not work for wordpress??