In most cases you can not FXP with NAT. NAT provides a transparent protocol handler which insures the right IP is sent to the ftp server for PORT commands, however in doing so it breaks FXP. Most NAT designs will only monitor port 21 for the ftp protocol. So if the ftp server was on say port 2121 it would not be effected by NAT.
There are some previous theads where NAT was discussed and several users have made their own suggestions. Perhaps you should try searching the message board.
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