also see Explain Port forwarding and DMZ

Below is a list of ports used for many games.  This is a list of the most common configurations needed to run a game or game server from behind a NAT based sharing device like a CALE/DSL ROUTER or Microsft ICS.  As you can see, most games work fine without configuration when making an outgoing connection.  All games need some kind of port forwarding when you need to act as a server to take incomming connections.  If a game is not listed, you can always place the computer in a DMZ.  If that does not work, place the computer outside of the NAT network

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