I'll try that when my wife gets home with her Pocket PC.
Yeah, the PocketPC is connected to the PC and I'm trying to FTP from my PC to the Xbox.
It is an XP Pro machine and I don't have any custom firewall settings set up in the Windows XP firewall, but I do have both the PC and Xbox plugged into a Cisco PIX 501 firewall which I use as my router. But seeing as the PocketPC runs directly to my PC (and not through the Cisco PIX) I'm thinking that the FTP is getting stopped by my PC and not by the external firewall since the external firewall should have no idea whether the PocketPC is connected to my PC's USB port (which is, or course, what determines whether I can or can't FTP out to my Xbox).