For those who missed the other announcement, Pow 0.4.0 has xip.io support built-in: http://37signals.com/svn/posts/3191-announcing-pow-040-with-...
Filed an issue: https://github.com/37signals/pow/issues/293
Edit: a) I should RTF man page for ipfw, b) nevertheless my OS X behaved strangely. I rebooted and now everything works.
Anyway, great project, have been a happy user of pow master for quite a while.