SBS 2003 Users Cannot FTP Download

I have a strange situation where none of my domain users can connect to any external internet FTP sites. I have already verified that our ISP is not blocking FTP, so therefore I know the problem originates somewhere in my intranet. I also know that I CAN FTP if I plug myself in directly to the router outside the Windows subnet (domain).
Unfortunately, I am using Windows SBS 2003. As far as I can tell the firewall on the server is turned off (the only way I know how to do this is through a wizard, which seems like the only way to change any settings on SBS 2003!!!).
If there is anyone out there that is familiar with Windows SBS 2003 more than I am, any help would be greatly appreciated. Thanks.