Where is ftp information stored?

I know this is a dumb question, but somewhere in my Dashboard, I expect to find where ftp connection information is stored. I need to change it. WordPress (I think) is trying to use my ftp info (eg, http://ftp.sitename.com) rather than the web site entry point (eg, http://www.sitename.com), which is where the wordpress subfolders are located. (I’m trying to install a Captcha plugin, but it keeps failing to find the right folders).

So, Where is ftp connection information stored? Or, more tothe point, how do I change it?

Thanks