Configuring a firewall

One of my hobbies is gaming, wargames (used to be mostly historical hex games) but now more often Euro style games and role playing games, mostly D&D, though in the past Palladium, MERP and Warhammer Fantasy Roleplaying Game also featured.
A few years ago a couple of friends and I tried out online gaming, initially Neverwinter Nights modules, Guild Wars, Civilisation 4, D&D Online and recently there is talk of Lord of the Rings Online, though I am not that keen on the latter. There is also the matter of cost and the fact that I am currently one of the great unemployed.
Now, over the last year or so I have been running a campaign of 4th edition D&D, now I really love this version of the game. The campaign is based loosely on the published modules beginning with Keep on the Shadowfell.
I can feel that the campaign is going to veer of course but that is another matter. However, I have also been running the Scales of War campaign from Dungeon for my older game friends when we meet a couple of times of year. The problem with that is that at 2 to 3 sessions a year it is not likely to finish withing my lifetime. So a possible solution is online game on a virtual table. This was one of the promised features of D&D 4th edition but it may never be delivered at the moment. So what are the alternatives? From my lurking on ENWorld, I tried out a couple and decided that Maptools is the one for me. It very easy to create maps and counters for and looked promising. The problem, is connecting over the Internet.
What is the issue, no real idea but I suspect that something is blocking the relevant ports. So to determine the issue, I tired getting a session running over the LAN, no joy. So it is my local firewalls that are causing the problem.
I am using Kaspersky Internet Security 2009 and it is pretty complex with regard to rules for access to applications. It appears to set up the rules per application. My problems, well I am not sure how the open particular ports in Kaspersky for a particular application and not at all sure how to accomplish this for a application like Maptools that is a .jar file.
Before I go an start mucking about with the ports on the local machine I decided to secure the LAN router.
Not as easy as it appeared. I use a Sweex LW050v2 router and when I set the firewall to deny all and started to create rules to allow standard net traffic no traffic was being allowed through.
So what appears to be the case is when, setting ip address filtering one needs to not specify LAN ports, just the WAN ports one wants open to allow the normal traffic. For quick reference mail used 25 (smtp) and 110 (pop), 80 (http) , 443 (https), 53 (DNS) ,FTP(20,21). The rest are based on what applications one wishes to work and I will refer you to the port forwarding page for that.
There is a major problem with the router though and that is it only takes 8 rules, so as a packet filterign firewall it leaves something to be desired.
I got maptools working in the LAN but had use the direct ip options. I must try to run the application on a pc connected directly to the cable modem as it appears that the cable modem is connected to hte internet through a NAT router. If it works driectly on the cable modem then ok, otherwisw I would have to use Hamachi or some other vpn software. I have already run it using Hamachi and it is very slow.