Help opening udp port 25002 for Steam

I would greatly appreciate exact instructions on how to solve this problem.

My sons have Steam installed on my brand new iMac running mavericks. The game gives me a system message that states that I need to insure that UDP Port 25002 is open. I am reaqsonably proficient with Mac OSX system, but have not dealt with ports. I am running home network with 2013 Airport extreme (the tall square column) and using one recent express and my previous generation extreme (flat square shape) as network repeaters.

All are running latest versions of everything.

I have the firewall on iMac turned on.

Thanks for any help.