Have a look at your program options, tab 'global'. In there you have a option 'Client/server file transfer port'. This is used by copy tasks and such. I have seen exactly this error which was related to this setting.
Check your firewall logfile...
By default this option is set to 0 which means use dynamic ports. Now, dynamic ports won't work very well with firewalls. So if you need the firewall enabled it is best to set this option to a fixed port, e.g. 49189 and allow this incoming port in your firewall.