Depending on when the script is required to be run on the Windows server is it possible to setup a automatically thing on the Windows server to run the script. Maybe e-mail the output of the script to an account on the Unix computer?
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Sorry forgot to add, also what version of Windows? But you may need to go into the firewall settings and looks for someone like 'exceptions' and allow the FTP port to be open, or if you using the non standard port for FTP add the port to be open for FTP.