That isn't a 'server message', it isn't official and you should always be wary of commands people tell you to type - Many of the broadband connections warez kiddies 'borrow' (borrow meaning take without asking permission - all for a greater good right?) are behind routers with NAT, meaning they cannot accept inbound connections (used by the traditional DCC method) without some router configuration beforehand, configuration obviously far too complex and time consuming for the average warez kiddie.
I suspect you too are behind a router with NAT, so the tables have turned because the dcc server is now trying to initiate a connection with you. If you really must download off questionable sources, you should search for 'port forwarding' on this or perhaps your router vendors website, but please try to understand that those great generous people willing to let you download files off them mightn't be so willing after all.
As to why the port you are asked to listen on is different, one doesn't try to lower themselves to the same level of thought as warez kiddies.
Hope that helps.
