Port forwarding? Go here & find your model: http://portforward.com/routers.htm

The most important step is the 1st which is setting up a static ip. Without a static ip the pf won't work after your ip changes.

However, if your model is listed there, find the instructions & how to telnet into it with your browser, see if there's any UPnP options. If yes, then enable it & that will save you port forwarding. 'My' router is port forwarded because it doesn't support UPnP.

As previously suggested, UPnP will enable LW/FW to communicate directly with the device to open a port when these programs are opened. But also, not all UPnP implementations are reliable. Some brands use different UPnP technology. Almost a little like VHS v's Beta videos. lol