Can't connect from Windows XP

Some versions of Windows XP have an Internet Firewall built in, which is active every time you start the computer, and which will block FTP traffic. You can turn off this firewall.

To turn off the Windows XP firewall

Follow the instructions Microsoft has posted on their Web site at http://www.microsoft.com/WINDOWSXP/home/using/howto/homenet/icf.asp