Some personal computer firewall programs block application-initiated FTP sessions. You may find it necessary to negotiate with your firewall to allow the KH1 Utility (KH1Utility.exe) to initiate FTP sessions to copy files from Elecraft's FTP server.
Your firewall may require the IP address of a "trusted site" to enable FTP. The Elecraft FTP server IP address may be obtained by typing ping ftp.elecraft.com on a command line.