What is the 'trick' to opening a document saved on an FTP server?

I have the password, etc., but not the VBA coding to make it happen. (When I
record the steps with the macro recorder, and upon successfully opening the
remote document I get the following (edited):

ChangeFileOpenDirectory ftp://ftp.myhost.com/htdocs/ShareDoc/
Documents.Open FileName:= _
       "ftp://ftp.myhost.com/htdocs/ShareDoc/MyDocument.doc", _
       ConfirmConversions:=True, ReadOnly:=False, AddToRecentFiles:=False,
_
       PasswordDocument:="", PasswordTemplate:="", Revert:=False, _
       WritePasswordDocument:="", WritePasswordTemplate:="", Format:= _
       wdOpenFormatAuto, XMLTransform:=""

When I close out Word and then run this above, I get only an error that the
file cannot be found.

When I recall the document from the Recent Used Files list (under 'Files') I
get an FTP logon dialog (this seems to be the missing key), but I cannot
figure out how to get to that. Is it accessible via VBA?

What am I missing?

Ed