Why is WinSCP not able to connect to a server, when other clients are?

If you are getting an error message like “Connection refused” or “Connection timed out”, it is likely that there is a local firewall set up with per-application rules. The rules may allow the other clients, but not WinSCP.

On Windows XP SP2 and newer, there is a built-in firewall. To configure its rules go to Start > Settings > Control Panel > Windows Firewall > Exceptions. There you can add an exception for winscp.exe.