Host does not exist error

My host is Godaddy.com and I am received a host does not exist error while logging in. Any suggestions? Thank you.

I was told that I should use a passive login instead of a secure login., but I don't think there is an option for that.

I used another ftp client and it connects fine, but I would much rather use WinSCP.

WinSCP supports only secure SFTP/SCP, not non-secure FTP. So if your host supports FTP only, you cannot use WinSCP.