Hi,
If they're connecting and then disconnecting shortly afterwards, it means that they're never really getting into the session. You mentioned that you have a few ports forwarded in your router, but you're missing a few. Here's the full list you need if you're running both 2002 and 2004 sessions:
TCP 47624
UDP 23456
UDP 6073
UDP 2300 to 2400
(more info here: http://www.chocolatesoftware.com/fshost/?help.html#ports)
It sounds like maybe the Remote Access error is a coincidence in this case -- that error "unknown path" is most likely coming from one of the many viruses that're active right now, trying to find a web server they can break into. They're trying random IP addresses, and the directory they're trying to access doesn't exist in FSHost, so it rejects the connection immediately (so you don't have to worry about that part).
Try the other ports and let us know what you find.
Russell