also see Explain Port forwarding and DMZ

Below is a list of ports used for many applications and games.  This is a list of the most common configurations needed to use the applications from behind a NAT based sharing device like a CALE/DSL ROUTER or Microsft ICS.  As you can see, most applications work fine without configuration when making an outgoing connection.  All applications need some kind of port forwarding when you need to act as a server to take incomming connections.

This is a GENERAL guideline.  The only way to tell if a particular application will work with your router is to test it.