Letting Windows Firewall accept incoming connections

Open Control Panel, Windows Firewall, click on the "Exceptions" tab, "add program" and browse to your FTP program .exe file.  you could also "add port" if you need.  Port 21 is for ftp

Or this is a stupid question and every FTP software does need an incoming connection to download info/file from the FTP site? What I fear would be having an open door on my PC.

Yes, I know how to block/unblock it. But should I do it? Would that be safe for my PC?

whenever you open up ports you are giving outsiders a chance of connecting to your PC and do bad things. For that reason a Firewall normally will have all ports blocked. When you do open such a port, you should make sure that you setup the rest of your system secure enough so that it will be difficult for outsiders to compromise your PC by making sure that you use strong passwords, use encryption where possible and also make sure that you have installed the latest updates and patches which close known security holes. If you keep to such rules you'll stay as secure as possible. When you install a software like FTP you normally know what you need it for and also secure it, so then you can also open that port. If you don't know what that software is for, then keep the port closed.

I am not familiar with Super FTP Search, but it must be doing more than just act as an FTP client. That doesn't necessarily mean it is bad, but you should dig more into it and see why it needs ports opened. Perhaps email the company that sells it.

Yes, exactly. You are perfectly right. Thanks