Hi Tom,
(Long)
I'm assuming that your router is acting as a bridge and that your PC has a public, static IP address. Many however are set to have a public IP address pointing at the Internet and a private (non transmitting - eg 192.168.x.y) address pointing inwards. If it's the latter then I suspect you're stuck.
The first rule in network security - don't turn on any service unless you need to.
OK. what you need to install is an FTP server. Have a look at
http://www.sofotex.com/download/FTP_Sof ... p_Servers/ to see the sort of thing that's available - I can't vouch for any of these since I use Linux for my FTP server but possibly one or more will be fine.
You MUST (IMHO) be absolutely 110% certain that you have nailed down everything you can on your XP machine. To give you an idea, our firewall gets scanned (probably automatically) perhaps a dozen times a day by people looking for a port or opening they can use. Opening up an FTP port makes a chink in your armour that some sociopath out there may try to exploit (do I sound paranoid?!!). Also, ensure that you have all of Microsoft's security patches installed.
Once you've set up your FTP server (on your XP box) and got it running, you should be able to talk to it with SmartFTP - see directories, upload and download files etc. I suggest you try it on a local network first and when that's working try it over the Internet.
There's more...
Many large/corporate/educational networks make use of a proxy server. This allows them better control of what goes in and out. If the network you're connecting from uses a proxy then you'll have to find out the details and enter them into SmartFTP - otherwise it simply won't find your PC. The details will almost certainly be different for each location you connect from.
Finally, when you have everything in place you should be able to connect.
Now, about that modem...
HTH