Yes, when you are behind a firewall, someone trying to send you something, trying to iniate a new connection from the outside world, will get stopped at the Linksys firewall. The quick and easiest solution is to DMZ your daughter's IP address. This would give her machine complete access both ways to the net. That of course kills any protection the linksys firewall gives her.
Your 2nd option is to go into her ICQ client under the networking (or security I think it might be) settings, specify a range of ports for it to use (ie 1500-1519 is the default I believe) and set the Linksys to forward those ports to her internal IP address. This is a much more secure way than DMZing her IP. File transfers should work both ways this way. If they don't then there must be some specific ports that you'll have to figure out to forward to her IP. You may also want to check Mirabilis' website for more info.
Gaidin