Firewall issue & World of Warcraft

So, I play WoW and anytime there's a patch or something to download Blizzard's Background downloader says 'Your computer appears to be behind a firewall'. Since there's not firewall enabled on the computer, it apparently stems from the Airport Express firewall. I've asked on their forums about trying to fix this but only got:

"

If you use an Airport Basestation/Express or a Time Capsule, you are still behind a firewall. Most routers will have their own firewall already on, and you will need to manually configure them. You will need contact Apple or the router's manufacturer (if it's a misc brand) on how to do this.

Here is a list of ports you will need to open:

Anytime your computer receives incoming data, it is sent to a "port". Your computer has many ports that can receive data, and different activities will utilize different ports. World of Warcraft uses TCP port numbers 6881 - 6999, 1119, 1120, 4000, 6112, 6113, and 6114 to play and UDP port 3724 for in game Voice chat.

You can alternatively bypass the router and direct connect to the modem. This will bypass the router's firewall."

I can't imagine needing to actually call Apple just to decipher this so I'm *hoping* somebody here might be able to tell me where to enter in this information. As far as I can tell, it'd go under the Advance- Port Mapping section but then I'm just thrown off from there.