Internet Address Management Wizard - reports ports blocked

Hi,

I have run the Internet Address Management Wizard and at the end it reports,
und the heading "Internet Router" that the "SBS Server 2008 cannot open
ports 25, 80, 443, and 987 to the IP address of the server."

The thing is I am getting nothing logged on my firewall when this test is
being run. I can do a Telnet from outside the firewall in to the server on
ports 25 and 80 without a problem and this traffic is logged as "allowed".
I have checked the server's Windows firewall and presume the SMTP traffic,
for example, gets through using the MSExchangeTransport rule. Why are these
ports being reported as blocked by my firewall? Is it a standard message
and if it fails on one port it simply reports all are closed?

TIA,

Jarryd