If you have a router with a firewall, or any kind of firewall ports MUST be forwarded else its impossible to form connections to transfer data.
You need to go to your router, and open the ports needed. Alternatively, but highly unrecommended is to turn on DMZ which forwards
all ports to your machine. If you do that, which i wouldn't recommend, you will probably be wanting a local firewall.
If your router supports UPnP you could turn that on, and it will open the ports automatically for you.
All these methods are ways of opening ports / bypassing the routers firewall, you probably need to log onto your router for all of them.
This is the same as bittorrent, etc. you need to open ports else you can't communicate with the outside world.
