Care to share what the proper configuration of the Windows XP firewall is? I have the same problem. I already have a firewall exception for FlashFXP. I can connect when the firewall is turned off, but not when it is turned on.
Maybe the proper configuration of the firewall is to turn it off
* FlashFXP v[3.0.2].[ ], build [1045], []registered, [X]unregistered, [ ]pirated
* OS [X] WinXP, [ ] Win2K, [ ] Win98, [ ] WinME, [ ] Other
* Running behind NAT/router [ ] Yes & Model [ ], [ ] No, [X] Not sure
* Running firewall [X] Yes, Name [Windows XP Home], Ver. [SP2], or [ ] No
* Running Antivirus [X] Yes, Name [Norton Anti Virus 2005] or [ ] No
* Network [ ] xDSL, [ ] CABLE, [X] Dail-Up, [ ] Other