firewalls and MTU - identifying problem if any

I have a small LAN at home connected up to the net via a DSL modem on a gateway 
machine running lenny and iptables.

I have a problem with some software running on a windows machine on the LAN 
where the company who wrote the sofware say that there must be something wrong 
with my internet connection, but can't help any further.

I'd like to know what tests I can run to verify that my config and my firewall 
are OK, especially regarding PMTU.

I had an issue before this which I solved by adding some ICMP related rules to 
iptables, and by disabling the firewall on my DSL modem, which is undocumented 
by the manufacturer (and denied by their Support). It's iptables running on an 
embedded linux and resets itself every power cycle. I think it does ICMP 
clamping but I can telnet onto the modem and drop the rules (as long as I 
remember).

What can I do with ping? This ping command gives suspicious results:

  ping -s 1473 mktgw1.ibllc.com

One byte less and it works. Fragmentation also works for normal websites like 
news.bbc.co.uk.

I'd massively appreciate any help with this! I'm stuck with either my own 
mistake, or until I can prove I haven't made one.

Thanks
Adam