Normally, if you are behind a NAT, the NAT has to perform some specific proxying support for the FTP protocol, because I think that some of the communications include the IP address inside the protocol's data packets, so that IP has to be replaced with the WAN IP of the NAT. Other than that, I'm not sure. (And to be completely accurate, NAT != Proxy, so if my reply is not relevant to the OP's question, please ignore.)
I know that my recent setup of a Westell 2200 DSL modem/router, and a LinkSys WRT54G wireless router/AP, didn't really go so well at first, FTP was completely broken, either because I had the firewall enabled on the Westell, or had the client PC's basically running through a double-NAT arrangement. Right now I have the Westell doing the PPPoE and NAT, and the LinkSys is just acting as an AP.