Russell:

This is a really great summary related to your question that I borrowed from wikipedia:

Some Application Layer protocols (such as FTP and SIP) send explicit network addresses within their application data. FTP in active mode, for example, uses separate connections for control traffic (commands) and for data traffic (file contents). When requesting a file transfer, the host making the request identifies the corresponding data connection by its network layer and transport layer addresses. If the host making the request lies behind a simple NAT firewall, the translation of the IP address and/or TCP port number makes the information received by the server invalid. The Session Initiation Protocol (SIP) controls Voice over IP (VoIP) communications and suffers the same problem. SIP may use multiple ports to set up a connection and transmit voice stream via RTP. IP addresses and port numbers are encoded in the payload data and must be known prior to the traversal of NATs. Without special techniques, such as STUN, NAT behavior is unpredictable and communications may fail.