Ok I disabled my firewall, but the options in there are

Enable/Disable Firewall Settings
Block WAN IP
Client Filtering
MAC Controls
DMZ

Thats all of them. I think they are self explanitory, but the Block WAN IP allows me to stop people from pinging me, Client FIltering allows me to block certain client PCs accessing the Internet based on time. MAC Controls don't apply to me, and the DMZ is the thing that I think I need to figure out, it lets me choose a port that is ok to use for allowing foreign IP's to connect or something

I use an ActionTec gateway router, and on mine it has the DMZ thing and just says "on" or "off" you can check.

I checked mine ON and plugged in for the IP the IP of my router (find out what it is with winipcfg in win98se).

For ports forwarded, I just put in the port ranges JA uses (29070-29099 TCP & UDP) and then it worked. With each port I "forwarded" I also had to again plug in the router's IP each time then at the end "save and restart" to reboot the router.

You're probably best off just setting your (hardware) firewall to "basic" which is probably all you'll really need. Though I also use Norton Internet Security's firewall, so I just gave full permissions to the dedicated server binary and exe's of JA (in NIS).