From your description, I would say that you haven't set it up correctly. is the short answer (As short as your description anyway)
As my crystal ball is up the spout this morning and I have no idea of how you set it up. Any chance you could post a description of your setup including how yout WAN is connected and what other network interfaces you have along with a list of all rules and NAT entries. A post of your xml file (With security bits removed) would be even more helpful.
Sorry to sound sarcastic, but please read the following.
This topic and
This one Seriously mate, we are not mind readers we will try to help as much as we can but you have to give us something to work with.