I realize that this is not a pf problem, but I also believe that readership here has the expertise to solve this problem.
I am trying to use ftp-proxy with pf, it works for passive mode, but fails for active mode.
What follows (slightly edited) is a conversation from
a Windows XP machine (source.thinkage.ca) using the cygwin ftp which logs on anonymous by its self. (I get the same using Microsoft's ftp)
Try from a machine not running Windows XP or with the built-in firewall disabled. We had similar results with Windows XP machines with the firewall from SP2. If that doesn't help, try to add debug-info from ftp-proxy.
Cheers, Martin
