Ok, a bit of searching turned up this:
TFTP through IPCOP or other iptables firewalls « Keystone IT Tech
IPCop is derived from Smoothwall so it should be similar. I think the key module to load is the conntrack_tftp module, since NAT is not involved in going from green to orange DMZ.
Yes, a quick check of IPCop shows that the conntrack_tftp module does exist in netfilter, so you should load it, otherwise the firewall will not be able to let subsequent packets through after the NEW packet has been allowed through.