How to delete an account for a now unused ftp server from finders "connect at login" list
Just hold the ⌘ button down, click and hold on the item you wish to remove, and drag it off the Finder’s window.

Additionally you should try Go → Connect to Server (⌘+K). There you must see a list of your favorite servers. If your server is there, you could select it and hit Remove in the bottom of that screen.