A socket operation was attempted to an unreachable host

hi frnds,
the following message appears when i connect to some of the systems. "a socket opertion attempted to an unreachable host". the ip address i have entered is well known to me. i cud not know what the above message meant.
i'm using windows sp-2 and firewall is allowing ftp server.
plz help me in this regard.
thanx in advance,
chikubuku.