ya, you gotta forward the port you want to use. it doesnt just magically happen
you gotta configure your router to forward the port to your computer
unless your router is configured, the port isn't making it to windows firewall in the first place.
look and see what your router is, then google "brand/model port forwarding" there will be step by step directions.
well, how is your computer connected to the internet?
that would be a single port router
what's the model of your dsl modem?