Hi Dave,
I had the same problem. My solution:
no rdr on $int_if proto tcp to $int_ip port ftp
rdr pass on $int_if proto tcp to port ftp -> 127.0.0.1 port 8021
The second line is the one from
http://openbsd.org/faq/pf/example1.html#allrules
The first lines says "do not redirect to the ftp-proxy if the
destination IP is the LAN-IP of the gateway machine".
Regards
DR