Antivirus Problems
Outgoing connections can be affected by the presence of firewall or anti-virus software on the local computer or network connection. Either one can block the ports needed to make a successful FTP connection to a remote server.
Configure your antivirus software so that ports 20 and 21 are open (not blocked). It may also be necessary to grant specific permission for CuteFTP to access those ports. If you need help configuring your software, consult the documentation or the support section of their website.
Symantec (Norton) support site:
http://www.symantec.com/techsupp/support_options.html
McAfee support site:
Microsoft Windows Firewall
Refer to Windows Firewall Blocking Connections.