Gday,
I am using IPcop 3.0 using FTP and Edonky with no trouble at all. Havn't needed to set up anything to do with port forwarding. I am also running a Transparent Proxy config at the same time as well. IP cop is a all in one soloution for a simple gateway setup that provieds security and all the features of port forwarding, NAT, Dial-UP, Proxy and IPsec VPN's straight from a install. Best of all it takes just 10min to be up and running. The .iso image is just 25meg.
I use SME 5.5 at a few of my other customer sites however I have found that IPcop has been less trouble to set up when dealing with complex issues such as VPN's using IPsec protocol. Have a look at least. SME is a great product and I will still use it however for some people who are just worried about securing thier network they might want to have a look at IPcop as well.
Steve.