tiger needs proxy server

I'm running postfix on my box and want to put up my firewall to keep people from using my comp as a relay for their junk mail.

How do I use a passive ftp server so that I can leave my firewall up when I need to transfer files. I use the steps included in the help files, but I have no luck.

Do I need to put in the address of a proxy server to get it work or can I just check the passive FTP box? I don't know of a proxy server to use. I have cox, do they have?

Thanks