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That's a pretty good site. You'll be looking for your router, not your modem NAA.

The router acts as a firewall, allowing only certain ports to be exposed to the outside world. You don't need most ports open, just those for email ( 25 ) and Web ( 80 ) for example. Some games, file sharing applications and such will want to communicate across a specific port. Some are reserved for other purposes, but above a certain number it is all pretend anyhow, so you can choose 'port 10,000' and so long as you are broadcasting that you are using 'port 10,000' by a setting in uTorrent, for example, you will need to tell your router / firewall to allow all port 10,000 traffic to pass through.

WolfD: The default random port may work if you don't have any firewall at all ( eek! ) . You can also use many file sharing programs like uTorrent without technically using port forwarding / NATing, but your download speeds will suck balls.

Oh, and heed Slippy's advice about PG2! Some snoops will get into the 'swarm' of file sharers and then they will be able to see your IP address. Then they can contact your ISP and you'll get the threatening letters and such. At some point your ISP will be more afraid of the MPAA or whatever than losing a leech such as yourself. Just Google Peer Guardian 2 - It will filter all traffic and block you from sharing with The Man!