FTP error: 'No connection to server'.

Hello (this question has been posted earlier).
I have recently upgraded from WIN98 to WIN XP Pro.
I now get errors when trying to establish contact to
an FTP server, which have never been a problem before.
I have tried using an FTP program (CuteFTP), also ftp.exe
through the DOS prompt, and finally through Internet
Explorer. All of them giving similar errors.
When using IE I get the following error:
'An error occured in the FTP directory'.
'Details:'
'No connection established to server'.
(Note: The messages have been translated by me because
I use a danish version of Win XP.).
Can anybody help ?
Thanks !