Corn cob bedding isn't good at all for ferrets. It's too dusty, they can have severe respiratory problems. Also, it's really dusty for their, umm, bottoms. Their anal area or whatever you want to call it. It can get inside and irritate it.
My suggestion is to get a small cat litter box and put it on one side of the cage, if you have multi level cages, get a few pans. Use dust free, non clumping cat litter or wood stove pellets. I use wood stove pellets and they soak up the urine really well.
It isn't impossible to litter train a ferret, you just have to work at it. They aren't going to figure out how to use it on their own. Every few hours you need to place them in the litter box. Make sure that if they go anywhere else you clean it up immediately. Anywhere that smells like feces they are going to use as a litter box. Keep the cage clean of poop and pee, place them in the litter box every so often, and reward them in they go in the litter box.