It's good to see it worked by just copying the files. Sometimes they
will still be downloaded into the old folder if it still exists because
the filenames are stored in the data files. If funny things start
happening like downloads going missing or losing data whenever
you stop and restart, move everything back to the old place and put
that location in the settings.

Instructions for Kaspersky are here: Product Documentation
You need to set it up to allow incoming connections on your BearShare
port, which is usually 6346. See Setup/Connection to see which one
you are using.

For the modem: Port Forwarding for the Tilgin Vood 452w

Once you get a green light you can put it in ultrapeer mode and you
will get up to 70 host connections instead of 2. That's when your
searches will really take off.