That is so kind Reef, and I really appreciate your response. As someone very new to this sort of configuration, so further questions I fear.
1. How do I know what the Port Number is (is it 6699?)?
2. The IP address, would this be for my PC, which is what I use WinMX on?
3. I don't know what TCP and UDP are, but this doesn't matter if all I have to do is create two rules which are identical except for the 6699 and 6257 numbers, does this sound correct?
Many thanks again, Jeremy.