Why is it still, "Connection refused"?

Okay, so I read all the other topics about this, but I don't understand any of what you're talking about
So far, I got this far:
I downloaded WinSCP, and I went to control panel, windows firewall, exceptions, and added WinSCP.
By the way, i have windows XP.
Why is it still getting the same error?
Please help!

Where are your connecting to? Are you sure that server supports SSH?