MS-Windows XP service pack 2 comes with in build firewall. If Microsoft Windows Firewall is blocking a port that is used by a service or by a program, you can configure the Windows Firewall to create an exception. Windows Firewall may be blocking a program or a service if Programs do not respond to a client’s request or you do not get data from server.
Open ftp port 21
To open ftp port 21 you need to change windows firewall settings.
Click on Start > Settings > Control Panel > Click on Security center
At the bottom window (Manage security setting for:) you will see Windows Firewall option. Click on this option. It will open Windows Firewall dialog box:
Select Exception tab > Click on Add port
Add port 21 and 20 and save the firewall (see above two figures).
Save firewall by clicking on Ok button. You are done now your Windows XP box will allows incoming FTP connection. Please note that you need to run FTP server in order to establish connection.