Setting up a forwarded port
You'll find information on what ports are required to be accessible to play certain games, get a service in an application to work or run servers in abundance on the Internet. For example, EA Games list what is needed for a Battlefield 2 Server to run properly. Imagine you're running one on your computer, behind a router. You'll need to forward these ports through the router to your computer.
The first thing you'll have to do is log in to your router through its web admin interface. They all work differently, but have similar principles. Hopefully you've already set your router up and know how to get to the configuration pages! Once you're in, there are two terms to look out for. Either 'port forwarding' or 'virtual server'. One or the other is likely to be listed somewhere.