After implementing Microsoft ISA Server 2006, I was no longer able to FTP files to an external server even though all outbound traffic was being allowed.
Fixing this is as simple as checking a box. The second-to-last rule on your ISA server is probably the "Outbound Access" rule, and it is set to Allow all traffic by default. If you right-click on this rule and choose to "Configure FTP," there is a "Read Only" checkbox which needs to be cleared. Doing this will allow your users to FTP data out of the network.