I wouldn't make it a DMZ host, because that opens up the entire PC - bad thing to do on a 24/7 Internet connection.

Instead, use the Port Forwarding feature, also found on the "Advanced" tab, and select port 6346 to forward to the PC where Gnutella is running.

Adding to that, the PC running Gnutella would need a static IP address, not assigned by DHCP. So, in your PC's network settings, disable DHCP and assign it an IP address like 192.168.1.5 (between 192.168.1.2 and 192.168.1.99).