Here's how to make Opera open ftp links in DO when clicked (using latest version for both programs):
In Opera, go to Tools-Preferences-Advanced-Programs. Check the protocol list to see if ftp is there - if it is, choose to edit it, if it's not - click add and add it.
Now, select "Open with other application", associate it with the dopus.exe file and you're all set.
Note - setting DO to be the windows default handler from its preferences makes Opera detect dopusrt.exe as the default program for ftp - but that won't work. Use dopus.exe.