Two different issues.
1. Firewall - If you use WinXP Firewall upgrade to WinXP SP2. The new Firewall let you deal with applications and ports.
2. ICS - Unfortunately ICS can not deal with special ports, there is No Port forwarding or DMZ in ICS settings.
The following is Microsoft Comments about ICS in one of the KB papers.
"An Application Run on a Client Computer Cannot Access an Internet Resource
If typical Internet applications such as Web browsers work from the client computer, but a specific program (such as a game) does not, then try running the program from the ICS host computer. If the program works correctly and accesses Internet resources from the ICS host computer but not any of the client computers, then it might not be possible for ICT to translate the communication traffic for the program.
Different types of NATs can only translate specific types of traffic. If you must run your program from a client computer, you should consider replacing the ICS host computer with a broadband router (also known as a residential gateway) that has the capability of translating the traffic of the client computer program".
:sun: