How to understand stateless protocol and stateful protocol? HTTP is a stateless protocol and FTP is a stateful protocol. For the web applications requiring a lot of interactions, the underlying protocol should be stateful ones. Is my understanding right?
Since you're asking about a Web application, the protocol will always be stateless -- the protocol for the Web is http (or https), and that's all she wrote.
I think what you're thinking of is providing a state mechanism in your Web application itself. The typical approach to this is that you create a unique identifier for the user's session in your Web application (a sessionID of one form or another is the common practice) which is handed back and forth between browser and server. That's typically done in a cookie, though it can be done, with a bit more hassle for you depending on your platform/framework, on the URL as well.
Your server-side code stores stateful information (again, typically called the user's session) however it wants to using the sessionID to look it up. The http traffic simply hands back the sessionID. As long as that identifier is there, each http transaction is completely independent of all others, hence the protocol traffic itself is stateless.