Connection problem

I have installed word press to a web sever and I though it was working correctly till I tried to install a plugin. When I select the plugin I wish to install it prompts me to enter my FTP credentials to proceed should this happen??. when I enter the information it says it… Download failed. There are no HTTP transports available which can complete the requested request.

Connection Information

To perform the requested action, WordPress needs to access your web server. Please enter your FTP credentials to proceed. If you do not remember your credentials, you should contact your web host.

Hostname
example: http://www.ww.wp.xz.cn
FTP Username
FTP Password
This password will not be stored on the server.
Connection Type

Connection Type FTP FTPS (SSL)
Proceed