Can’t access FTP through socks firewall.

I’m a Mac user w/ OS 9.04 , G3 and G4 on a virtual LAN through a PC network. I have web access, but I need to use Fetch 3.0.3 (because it is socks compatible) to do ftp up/downloads. I have configured my socks firewall, web, gopher, ftp and bypass proxies in my internet control panel and am using those settings for Fetch.
A PC administrator has opened up the ports on the gateway for me to be able to get out. No matter what we try, we can’t get me to connect. I time out. This works fine out of the office where there is no firewall.
Please advise.