Hi lilolstang
Here is the website that will explain what port forwarding is and how to do it for your particular modem/router and application that you want to use:-
Port Forwarding Guides Listed by Manufacturer and Model - PortForward.com
NB. You may not find how you can port forward "Frostwire", I couldn't when I looked, but you can use the instructions for "Limewire" instead.
Hope this helps
UK Bob