Ok, well here's the short, short version as I am about to run out and get a Christmas tree....
If you have a DSL modem and if you also have a router in between the modem and your PC then....
In order to "open" ports for games and applications you will need a router. The router will have an interface to which you log into and assign certain port numbers to certain internal IP addresses. The first thing you need to do is find out the IP address for your PC.
Goto Start > Run > type "command" and hit enter.
At the DOS prompt type "ipconfig" and hit enter.
If you already have a router, then your IP address should be listed here. If you do not have a router, your IP address will appear here but will look a little different. You don't necessarily need a router to "open" ports. You can also use a software firewall and then open ports through the software.