Port forwarding is the art that you can forward any port of your router to another port in your LAN without the real port being known.It's advantage is simple, you can use your LAN's web server, ftp server or what so over from out world (Using your WAN IP address).Doing this in case of having a real router or using Unix is simple.But it is a kind of pain in Windows. I found a solution last night for doing it using Windows XP or Windows 2003 or which ever version of Windows which got Windows standard Internet Connection Firewall.
Go to your connection's advanced settings (Properties, Advanced, Settings). Then click on Add... . Enter a description like "HTTP Daemon". Enter local IP address of service. For example 192.168.0.12 is my Web server. Let TCP be chosen by default since most of services are TCP. Enter external port number as the port your users should connect. For example I enter 8182 since I don't want to have trouble of being attacked. Then enter real port number of your service. Mostly web servers are set to 80 by default. That's all. Now your users can connect using your WAN IP address and the port you set as your external port. For example, http://x.x.x.x:8182/ .