problems connecting to any port besides 21

I've been having this problem connecting to other servers, the only ones I can connect to are ones using port 21, someone told me before that ICS has something to do with it, isn't there a patch or some way around it? I'm running Windows XP, and I am using ICS. have looked all over but no luck in finding the solution, any help would be much appreciated.. It doesn't matter if it's on passive or not still same problem

Here is the error I get:

Data Socket Error: Connection failed (Connection timed out)