Does this work as a router or is it just a modem?
Do you know the IP address of the device?
If you do ipconfig /all from a command line, your gateway address should be the address of the router.
Then, you should be able to type that address into a web browser, login and control the ports on the device.
If you cannot do this, your ISP may manage your router and you will have to call them. They will then telnet into it and open up the port for you.
My Rig - Asus A8N-E nForce Ultra Socket 939 ATX, Athlon 64 X2 4200+, Seagate 250GB SATA, GeForce 6800, Soundblaster Audigy 2 Platinum eX, 2048MB PC3200 DDR 400MHz Memory...