If that is your entire pf.conf -- no pass rules whatsoever -- then I would tend to think the port 21 connection that you see from is some sort of artifact from vmware, or from vmware-under-Windows.
The default install does not have ftpd(8) enabled, and does not listen on TCP port 21. To enable ftpd, you must either start it from inetd(8) or from ftpd_flags="-D" in rc.conf.local(5).
You could try telnetting from your windows system and see what responds at that port.