If you are using AVG complete with firewall then you should turn of the Windows Firewall

As for your router, it is very important that you find out what kind it is and how to forward it. Whether it came with your internet subscription or your bought it seperately, you should have got some kind of guide on how to access it and set it up.

The gateway IP for the router you will find when looking at ipconfig /all (properly explained in the first link in Aaron Walkhouse's post. Be sure to read carefully the things in both those links as one mistake is enough to have it not work. A good idea would be to have the guides handy on one computer and configure the other.

And last but not least. If done properly it will not interfere with other programs, but rather speed up browsing etc. from not having to find the DNS servers manually.

Remember that if you want to set up static IP and portforward the Desktop also, then use different ports/IP for each computer. And when it comes to portnumbers, anywhere in the 50000-65000 range should be good.