iptables not so stateful

[Clement <clement@ans.com.au>]

I have this in the iptables setup:

$ADD INPUT   -p tcp  -m state --state ESTABLISHED,RELATED -j ACCEPT
$ADD INPUT   -p udp  -m state --state ESTABLISHED         -j ACCEPT
$ADD OUTPUT  -p tcp  -m state --state ESTABLISHED,RELATED -j ACCEPT
$ADD OUTPUT  -p udp  -m state --state ESTABLISHED         -j ACCEPT
$ADD OUTPUT -p tcp --dport 21 -j ACCEPT
....

And I cannot do ftp.  All the data mode traffic of FTP are blocked.  
Apparently the ESTABLISHED,RELATED specification is not followed.  The 
module ipt_state is there and executing the above does not show any 
error message.  I have tried "modprobe ipt_state" before the above to no 
success.  Any idea?

H/W is Intel PIII-600,  OS is Sarge with kernel 2.6.7.

Thanks.
Clement