Might also try putting your computer in DMZ mode from the router, that's what I had to do to get past the firewall message
But, if you do that, you don't want to mess with the port setting, you do one or the other, not both.
On some routers you have to put all the computers in DMZ mode, some kinds you can select an individual computer, mine did, I have a Verizon FIOS router.
Also if you're trying to do it wirelessly, you may not be able to, might need to be hardwired.