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Host does not exist
You may get this message when connecting to a server for following reasons:
You may have typed a wrong hostname on Login dialog.
Your domain name is new and is not fully distributed to DNS servers yet.
Connection was blocked by firewall. Please refer to FAQ.
Problem with DNS server.
Common mistake is to enter full URL (e.g. ftp://ftp.example.com) as hostname on Login dialog instead of actual hostname (e.g. ftp://ftp.example.com).
... The last bulleted item covers the mistake of entering something instead of that exact same thing. Note that the two "e.g." items are exactly the same. So, the item is not very helpful.
Since I had entered sftp:// in front of the hostname, as many FTP clients require, this was the mistake I had made. But the Help page didn't help much. Please fix this so I don't get confused any more than I am! Thanks.