I'm having a weird problem with my DSL network. I setup a FTP server with standard port 21 behind a DSL router, and accessed the FTP server from the Internet without any problem. But when I changed the FTP port to 9999 and opened the same port on the LinkSys DSL router, then accessed the server again from Internet, the access was denied. In order to see if the router caused the problem, I disconnected DSL line from the router's WAN port and connected a notebook directly to the WAN port and tested again. I can successfully access the FTP server. It seems that the FTP traffic has passed through the router but is blocked by ISP's DSLAM or something like NAT @ DSLAM. I use Verizon as my DSL ISP -- I think this problem is caused by DSL system.
Here's a crazy idea: call your ISP and ask them if they do any filtering. They're not going to dump you because you're trying to set up an FTP server, even if it's against your contract. My experience is that the tech support people couldn't care less what you're doing with your link.
You might try a lower numbered port number, too, like 22 (or something else below 5000).