When someone says "package X is distributed under the A license" this doesn't mean that a single file inside X as license A - it means that the sum of all files (or the layout, the compilation, however you call it) in the package is of copyright A. The only restriction is that no two copyrights of the package and it's parts must not be incompatible.
The question whether two licenses are incompatible isn't easily answered. Read them carefully and ask a lawyer - if you need to care at all.
A special case is the unclear license of ftpparse.c in the ftpcopy package, there _may_ be a conflict with the GPL ("commercial use is fine, if you let me know what programs you're using this in"). The copyright holder of all the GPLd files - me - made the special exception that this is to be considered okay, and the author of ftpparse knows that ftpcopy uses it.
Some people seem to think that such packages aren't open source because of
this, but (i'm not a lawyer) i disagree.
Why isn't every file GPLd?
Answer:
Please note that the copyright holder of a GPLd file may do as he pleases
(unless he has accepted major contributions), as does the copyright holder
of any other file - please direct flames of the "but the GPL forbids this"
to /dev/null.