All, Bear with me. I am not as technologically-blessed as some of you! I have been running Parallels with no problems for some time. I recently joined a new company that requires me to download documents from their FTP site. I am able to do so using Fetch and Safari on the Mac side, but cannot connect on the Windows side within Parallels. I believe it is a firewall problem through Parallels, but don't know what to change and/or look for.
Are you able to ping that server at all from Windows side -- click Start -> Run -> type cmd and hit Enter -> in console type ping XXX, where XXX is the IP address or hostname of that ftp server. Try setting your virtual machine to bridged netowrking mode (click Configure -> Netowrk adapter -> Bridged)