Model: BEFW11S4 v.3
These instructions will cover that model of router, other Linksys models are similar.
For Windows XP/2000:
You should see something like this:
Remember or write down the numbers after IP Address: and Default Gateway:
Open your web browser and type the Default Gateway: numbers into the address bar. ex. http://192.168.1.1
You should be prompted for a login and password. The default password is admin. Use this unless you have changed it. There is no login.
Now you should be logged into the router's configuration interface. In the upper right hand corner click on Advanced then click on Forwarding.
Now you should see this:
This will forward ports 1024 - 1034 to the IP Address 192.168.1.100
You're Done!