|I'm not familiar enough with that router to give you very detailed information, but the follow generally applies to any router:|
When you set up the router as a DHCP server for a private LAN (as in, each computer receives a LAN IP such as 192.168.x.x), the router is performing something know as NAT. This in many ways behaves as a inbound firewall. This is what creates the need to "forward ports". Some routers also have a firewall, which checks inbound and outbound data. If your router is performing NAT and also has a firewall, you will probably need to both forward ports (for the NAT) and to adjust the firewall settings to allow your data through.
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