Hello Welcome to the forums!
I am not familiar with FlashFXP, So I will just ask you to try something until a more experienced user with FlashFXP can help you.
Go to, comodo -> Firewall -> Events. Is anything being blocked there?
comodo -> Defense+ -> Events.
Hi, thanks for your help. It's a free application. (well at least for the first 30 days)

Yes, I looked at that. It showed that WINDOWS\SYSTEM32\ALG.EXE is being blocked when I tried to connect to an outside site. (with the ip of that site) SOURCE PORT: 2832