Found a writeup on howto use activeftp through an OpenBSD 3.0 firewall.

http://www.deadly.org/article.php3?sid=20020130012631

---quote---
Anatomy of a Proxy FTP Session

To allow active FTP access to its protected clients, OpenBSD includes its
own active FTP proxy, aptly called "ftp-proxy" which acts as an
intermediary during an active FTP connection. During the client
connection, pf notices that a client is attempting an FTP connection and
redirects the session to the internal FTP proxy on port 8081 (default).
The firewall itself then establishes the FTP connection from its external
interface to the FTP server.
---quote---

Has nice pictures.

Gontran