The most common reason to use port forwarding is to host online games. Normally, when a person with a router tries to host a game, the instant others connect and try to transfer information to your computer, your router blocks them as a security risk. The solution is to open up a door, or port, in your router for the information to come through. Most applications have specific ports that need to be opened for them to work, to see a list, see related links.

[edit] Steps

The first step is to go to your router's "web page"
- CAUTION: You'll need your pc connected with a wire, this is called a LAN(Local Area Network) connection.
Open up Internet explorer, and enter the standard IP (internet protocol) for your router.
- This is normally 192.168.1.1 or 192.168.0.1 (check your computers Default Gateway start > Run > cmd > ipconfig /all)
- Enter 192.168.1.1 Into your address bar
  
  If your router asks for a username and password, the default setting is no username and the password is "admin"
- on Linksys routers its "admin" for both user and password.
- on Net Gear Routers its "admin" for username and "password" for "password"
Look for a Tab with a Name Similar to this

Look for a tab with a name like, "Port Forwarding" or "Applications and Gaming"
Next, enter the desired ports.
- If your router asks you whether to open ports for TCP or UDP select both.
- The Page Should Look Like This
  
  Some routers offer a from port ___ to port ___, if you only want one port open enter the same number into both blanks.
Next, enter the IP address of the computer you would like the data from that port to be sent to.
- An IP address is a random number assigned a computer by a router.
- ipconfig
  
  To find your IP address, open up the start menu, select "Run" and type in "cmd" This should open the command prompt. Into the command prompt, type "ipconfig" this should tell you your IP address.
- Pay specific attention to the last three digits, most routers will only ask for these.
Make sure you press the "Save Settings" button, or your changes will not take effect.
Try everything out to make sure it all works.

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[edit] Tips

Make sure you type all numbers correctly. A wrong port will cause the program to not work properly, so double check everything.
Everytime your router is turned on or off, your computer may be assigned a different IP address, when this happens, go to your routers "webpage" and change the information in port forwarding.
Otherwise, set up a static IP Address. You can learn how to do this at portforward.com.
Look in your router's manual for details on accessing the control panel, and how to set up the forwarder specific to your model.

[edit] Warnings

Be sure that you DO NOT open all ports on your router, this allows hackers access to your computer this is also called DMZ(De-Militarized zone)!!
Always use anti virus software, anti-spyware, anti-adware, and firewall protection.

[edit] Things You'll Need

A router.
Local lan(intranet) access

[edit] Related wikiHows

[edit] Sources and Citations

Netgear help A list of common ports used by games and other programs.
Portforward.com Basically where all this information can be found, go here for a semi-interactive tutorial/how-to.
[1] - A comprehensive list of applications and their ports.