You are right, AT# commands are apparently provided as an extended interface to the TCP/IP stack. Curiously it's not mentioned in the basic Simcom TCP/IP documents.
I'm not sure if AT# commands are available for all Simcom GPRS modems, e.g. basic SIM300. Did you try to enable extended error messages? You should be able to distinguish between command unimplemented, syntax error and command not allowed at the present phase.
CIPMODE=1 may be unsupported by your SIM300. FTP transmission needs simultaneous connections of control and data port. I'm not sure if it's possible with SIM300 at all.