Sounds like your Linux box is not allowing a remote connection. First, however, can you ping your Linux box from your Windows box and vice-versa? Yes? Good! No? Make sure, that if you are on a LAN that your IP's are on the same network. If this is a remote setup then make sure that your /etc/hosts.allow file gives permission to your remote host, this is true even for a LAN. I don't use wu-ftpd, I use the ftp that came with my RH7.I hve a line in my /etc/hosts.allow that looks like this:
in.ftpd: 192.168.1.0/255.255.255.0
you can also check your /etc/hosts.deny file and see what you have set there. If there is nothing there you are wide open for any connection, (I learned this the hard way). My /etc/hosts.deny is set to
ALL:ALL
now, so only the remote locations I trust make it into my /etc/hosts.allow.
Good Luck,
Paul