If you have one like mine (4 port router)... do this:
In your address bar, type 192.168.1.1
Enter your password - should be "admin" if you haven't changed it.
Go to the "advanced" button on the top right.
Go to the "forwarding" button near the top left.
Enter the following in the corresponding areas of the first open line:
4. Check this box
5. Check this box
6. To find this number, go to "Start->Run", enter "cmd", then in the black box enter "ipconfig", and find the line that says "IP Address" and enter the last three digits.
7. Check "enable" (I disable mine whenever I exit winmx, but you can configure port triggering to have the same effect)
Works for me. If you have a software firewall, this is only half of what you gotta do.