I think you accidentally skipped one or 2 of birdy's questions. Such as what brand & model of modem & routers are you using? You're obviously using wireless. All wireless connection devices have internal NAT firewalls. The question is does yours support UPnP or not. If not then you'll need to forward a port. If it does support UPnP then you'll need to enable it. Without knowing the answer to this question, the best I can do is direct you to the UPnP section here
Connection problems? Check here first! (click on link) or else look further down the page at manual port forwarding.
Downld speeds depend upon your sources/hosts. But sharing improves access to more search results & thus improved performance. Remember also some people are very fussy so they wrongly think if they can't browse you then they think you aren't sharing, etc. & so won't share with you. That is a poor attitude but unfortunately it's a fact amongst some users. Even if they confuse lack of ability to browse & firewalls & available bandwidth & what they're trying to find out.