All Entry level Cable/DSL Routers have a Hardware Firewall on the WAN side. This Firewall can not be disabled; the Firewall by default blocks a lot of I/O ports that are used by games, and other applications.
Few options are available.
One computer (only one at the time) can be put in the DMZ, that means that the computer goes directly to the Internet and bypasses the Firewall, as a result, every thing is opened for Good, and Bad.
The Barricade has a menu, which allow opening of specific I/O ports.
It is not a big deal to change these setting, since the Barricade menu behaves like an Internet site. (Address
http://192.168.123.254/), and you use the Internet browser to set every thing. Make sure that you download the latest firmware, since it provides the best flexibility.
Thought simple in nature, you have to put some effort to learn and understand how this works, and how to use it.
Problems occur when people expect Scotty to Beam Down knowledge directly to the Brain.
A lot of info about usage of ports by Games and Applications here:
Special Applications - Port List
Firmware; log here, and scroll down to the Barricade section:
Asante / SMC Router Help