you have to keep track of the files already processed someplace. that's #1. do you have that accessible?
Like Raunak Jhawar suggested, you'd move the processed files someplace, like to an Archived\ folder, and delete them / move them from the FTP site.
otherwise you have to open the FTP connection, read the list of files(which gets tricky to script), and then you can compare all files vs already processed files; that list of already processed files could be either a list of all files in the archived folder, or in the database somehow;
so much of it depends on the existing process, i'm not sure i can offer much more advice than that.
all those steps sound like a whopper of a script task to me.
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