Instead of creating this as a seperate rule, try puting it within the default data filter rule (set 2) and then putting it as filter rule 2. After various conversations with Draytek support they stated that this was the prefered area to put any traffic rules. It may also be worthwhile looking at the following webpage as I always found this helpful for when I created the SMTP rules
http://www.draytek.co.uk/support/kb_vigor_filtering.html it is based on older technology, but the principal is the same. From what you describe though it sounds as though the only thing wrong is the rule placement.