C# .NET - Precautions while setting up FTP component in a web application

I'm developing a FTP component in a web application. I was wondering if I need to take some precautions for security of my web app.I mean like getting rid of certain file types which are considered harmful like .exe etc. or is it ok to FTP these files.  I don't mind what files are being sent  using my FTP component as long as they don't create problem for web application which is basically a web document storage and management system.