try
except
end
예외처리 해주면 되죠.
그리고 list 받아올때 directorylist 로 받지 않나요?
directorylist.items.count 하면 갯수가 알수 있겠죠.

답변 고맙습니다...그런데...

    AFile := TStringList.Create;
    try
      ftp.List(AFile,'',false);
    except
      showmessage('파일이 없습니다.');
    end;

이렇게 했을경우에 파일이 없다는 내부에러메시지가 먼저 뜨고 다음 파일이없습니다 라는 메시지가 뜨는데 이럴땐 어떻하나요?
그리고 directorylist.items.count 이것 혹시 directorylisting.count 아닌가요?
directorylisting.count는 0으로만 잡히는데...
아래 소스 올리니 수정부탁합니다

procedure TfrmMain.displayFTP;
var
  i,c:integer;
  s:string;
  AFile : TStringList;
begin
    files.Items.clear;
    folder.Items.Clear;

    label1.Caption:=ftp.RetrieveCurrentDir;

    AFile := TStringList.Create;
    try
      ftp.List(AFile,'',false);
    except
      showmessage('파일이 없습니다.');
    end;

    showmessage(IntToStr(ftp.DirectoryListing.Count));

    for c:=0 to AFile.Count -1 do
    begin
      s:=AFile[c];
      i:=ftp.Size(s);
      if i= -1 then folder.Items.Add(nil, s)
      else files.Items.Add(s);
    end;
end;

제가 사용하는 부분인데 불필요한 부분을 빼버리고 올렸습니다.
참고하세요.

  private
    TransferrignData : Boolean;
    BytesToTransfer: LongWord;
    SizeToTransfer : LongWord;
    function GetNameFromDirLine(Line: String; Var IsDirectory: Boolean): String;

function TF_Login.GetNameFromDirLine(Line: String; Var IsDirectory: Boolean): String;
var
     i: Integer;
     DosListing: Boolean;
begin
     IsDirectory := Line[1] = 'd';
     DosListing := False;
     for i := 0 to 7 do
     begin
          if (i = 2) and not IsDirectory then
          begin
               IsDirectory := Copy(Line, 1, Pos(' ', Line) - 1) = '<DIR>';
               if not IsDirectory then
               begin
                 DosListing := Line[1] in ['0'..'9'];
               end else begin
                    DosListing := True;
               end;
         end;
         Delete(Line, 1, Pos(' ', Line));
         while Line[1] = ' ' do
         begin
              Delete(Line, 1, 1);
         end;
         if DosListing and (i = 2) then Break;
     end;
end;

procedure TF_Login.Connect_Server;
var
     sPath : String;
begin
     DirectoryListBox.Items.Clear;
     IdFTP1.Disconnect;
     with IdFTP1 do
     begin
          try
               Panel_Msg.Caption := 'FTP Server 접속중...';
               Host     :=  '호스트명';
               Username := '아이디';
               Password := '암호';
               IdFTP1.Connect( True );
               TransferType := ftASCII;
               List( DirectoryListBox.Items, '*.*', True );
          except
               Panel_Msg.Caption := 'FTP 서버에 접속 실패!';
               Exit;
          end;
     end;
end;

procedure TF_Login.File_Update( sUpdateFolder, sUpdateFile : String; b_ZipFile );
var
     s_FileDate, s_FileSize, s_FileName : String;
     FTP_Name, FTP_Line : String;
     IsDirectory, b_Transfer : Boolean;
     i : Integer;
begin
     s_FileName  := sUpdateFile;

     if not DirectoryExists( sUpdateFolder ) then
     begin
          ForceDirectories(  sUpdateFolder );
     end;

     if not IdFTP1.Connected then Exit;
     BytesToTransfer := 0;
     for i := 0 to DirectoryListBox.Items.Count - 1 do
     begin
          if Pos( UpperCase( s_FileName ), UpperCase(DirectoryListBox.Items[i])) <> 0 then
          begin
               FTP_Line := DirectoryListBox.Items[i];
               FTP_Name := GetNameFromDirLine(FTP_Line, IsDirectory);
               BytesToTransfer := IdFTP1.Size(FTP_Name);
               Break;
          end;
     end;

     if BytesToTransfer > 0 then
     begin
          SizeToTransfer := BytesToTransfer;
     end else begin
          ShowMessage( '서버에 ' + s_FileName + ' File이 존재하지 않습니다!' );
          Exit;
     end;

          //파일 비교후 다운로드...
          if b_Transper then
          begin
               Label_FILENAME.Caption := s_FileName;
               Label_DATE.Caption := s_FileDate + ' / ' + DateToTransfer;
               ProgressBar1.Max := SizeToTransfer;
               Panel_STATUS.Visible := True;
               IdFTP1.TransferType := ftBinary;
               IdFTP1.Get(FTP_Name, sUpdateFolder + s_FileName, True);
          end;
end;

procedure TF_Login.FormShow(Sender: TObject);
begin
  Connect_Server;
  File_Update( '다운받을폴더', '파일명' );
end;

^^