I use a NAT router with a built-in DCHP server .
But I don't have to put LW in firewall mode .

It knows a nice trick :

Normally it addresses the PC's in your like LAN this for example :
First PC : 1.0.0.1
Second PC : 1.0.0.2
Third PC : 1.0.0.3

But my DCHP server looks at the real IP of the router ,
then addresses my LAN like this :
First PC : **Real IP**
Second PC : 1.0.0.1
Third PC : 1.0.0.2

Then I let it forward all incoming data to the PC with the **real IP** and voila !
The machine doesn't even know it's behind a NAT router , it's completly transparent .

Unfortunatly , most people don't have DCHP servers and NAT routers like this .
Don't think I have some big expensive piece of technology overhere , this thing came rather cheap .
When I first bought it and looked at the box it thought : How the hell can this be so cheap ?
It has a NAT firewall , USB port for configuration , rendunancy (multiple modems attached) , built-in print server , NAPT , PAC server (that's right , I plug in my PC and I don't have to set my proxy ! It does it for me !) , and the list goes on ...

The trick that bearshare does is also a smart move , but what if the NAT router at that IP doesn't forward those packets to the PC with BS on ?
How did they do that ?