cant open tcp ports

I hope someone here can help me. I am trying to open ports on my router so I can play an online game. I have been able to open the udp ports without an issue, they show up as open when I test them. However the tcp ports that I opened still show as being closed and inaccessible. I followed the instructions on Portforward.com but still have no clue what else to do. Does anyone know what Im doing wrong?

For information sake I am using a 2wire 2071-a router
 
thanx but unfortunaly that doesnt help as I am running vista not xp.
sigh does anyone else have any other ideas that I can try before I go mental?
 
In vista, the process is almost same.
Open windows firewall-change settings-exception-add port-give a easy to remember name and enter the port number u want to open. Then select the type of port tcp or udp.

By the way, what method u are using??
 
I am not using windows firewall. The first thing I did was close all things that I thought could be the problem. Instead I think that the router is the thing that is giving me the problems
 
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