Open up internet explorer and type:
192.168.1.1 into address bar and press enter.
A login box should appear.
If you haven't changed the password, the default should be
User name - leave blank
Password - admin
Once onto router home page, click on 'Application and Gaming' tab.
Name the port (whatever you are using it for)
Pick the range (if one port, eg 20000 to 20000)
Select both protocol
Enter the ipaddress of your computer (find this by going to Run -> type 'cmd' and press enter -> type 'ipconfig' and press enter ->then you should see your ip starting 192.168.1.???
Enter this address into the Linksys page and then press 'Save' at the bottom.
Port should now be open.
NB - If its to be used with Azureus, this article may help: