Yes, I have that at the top. I also tried using fully qualified names such as:

Dim clsRequest As System.Net.FtpWebRequest = DirectCast(System.Net.WebRequest.Create("xxxxxxxxxx"), System.Net.FtpWebRequest)

Still, no luck. But I've seen the original code that was posted on multiple websites, so it must work. I'm using VB.Net 2008, and I've tried it using the 2.0 and 3.5 Framework. I'm out of ideas at this point.