Masquerade doesn't work

["Dexter" <dexter@madalbal.sk>]

Hello,
I've installed Debian Sarge (just basic system packages). I'm trying to
setup Shorewall firewall on it. My problem is, that Masquerade is not
working. That is:
-I can ping from local system to firewall
-I can ping from firewall to Internet
-I can NOT ping from local system to Internet
When I run:
#tcpdump -i eth0 icmp 
which will listen for icmp packed on my external interface. And I ping from
local system to internet. 
I can see outgoing echo request packages, BUT with source address of local
system. So no reply can come back to me. Now it's clear, that problem is
masquerading.
I've set up also /etc/shorewall/masq:
----------
eth0 eth1
---------
What did I miss? I have no idea, what is wrong.
Thanks for reply.
    Dexter