Wish I'd done it first:
PortForward.com is a site that has details on setting up port forwarding on your router. They seem to cover many models - I found mine in a second.
Port forwarding and port triggering are useful features of a router that can allow you to use instant messenger file transfer or play network games over the internet. Without configuring this feature (and any other firewall you might have) you may have a lot of trouble trying to transfer files or play multiplayer games online.