|You would need a firewall in order to do a port forward. |
I've never played with the Windows firewall myself since I have a SOHO router.
Assuming your PC is connected directly to the internet without any firewall running (which by the way is extremely dangerous) you would not need to do a port forward (hard to do if you have no firewall running on which to configure the forward right!) but you would need software running on the PC listening on the appropriate port. If you're not connecting (even with the firewall disabled), you need to ensure you have the listening port correctly configured.
It sounds to me like the port your software is listening on is not the same port the traffic is actually coming in on. You need to get that fixed up. This may be a setting in the software running on your PC. You'll need to verify the correct port in the documentation for the software. You may also be able to get that info from a google search.
Once it is, and you can connect with your firewall disabled, then you really REALLY need to get a firewall up and setup the port forward. This way you'll be protected from intrusion.