Hm, firewall shouldn't have to do anything with your IP. My ISP also changes my IP adress sometimes. At worst, all you have to do is reboot the router, even though I don't see why should even that be necessary.
You can't do virtual server stuff, because you are using torrent on ROUTER, which is the same device :-) You can do it for your PC, because ROUTER is forwarding packets to your PC. It can't forward packets to itself (or can it?).
Chech the configuration of mldonkey in sancho, you should ENABLE "discover IP" option in settings, as here:
http://wl700ge.lanik.org/ipconf.jpg
D.