Hello,
Need a little more information to help you.
1) Are you running any firewall software on the Windows XP computer itself?
2) Are you trying to connect to any of the servers outside of a firewall, or are you at work, trying to connect to an internal server?
3) Are you able to ping the addresses you are trying to connect to?
4) Are you able to browse out on the internet using IE or Firefox to connect to these places.
I am thinking the following --
A) It is possible that a firewall is preventing outside connectivity attempts. Not sure if XP SP2's neato firewall will do that to you.
B) Perhaps your company's firewall is preventing the connection
C) There might be a problem with your IP scheme, or the addresses not correct.
D) There might be a DNS problem. Addresses not looking up, that sort of thing.
I would first be checking to see if ftp.your.spot resolves to 123.123.123.2 (replace with what the real IP numbers should be) and be sure that you have access to the ports.
Let us know,
Christian