Tunnelier is a good tool for SFTP. But is there any way for tunnelier to connect to FTP (port 21). I stuck at 'starting first key exchange'. Can anyone help me?
No, not as you expect it.
Tunnelier is an SSH and SFTP client.
While sFTP only differs by one letter with FTP, the underlying technique is quite different. FTP was old fashioned plain text. SSH (and sFTP) uses en encrypted protocol.
If you try to connect tunnelier to an old regular FTP server then it will try to set up en encrypted connection (hence the 'starting key exchange'), but it will never get the correct response. It will never work.
If you do want to use port 21, then make sure classic FTP is disabled (or uninstalled) and change the configuration on the sFTPd to allow connections on port 21. (Note that this might confuse ancient FTP programs).