I'm bored, so I'm going to go more in depth with what codemastr said and fill in the gaps that I am not sure on with info I pull from my butt.
The way a router typically works is it recieves one outside connection (IE, cable modem -> router) and splits it into however many connections (I believe yours splits it into 4).
The internet functions mainly based on the idea of the IP address, the internet protocol number. This is a number with four digits between 0 and 255 seperated by dots that represents a computer.
In the case of a router, the router allows multiple computers to use a SINGLE IP address. So lets say you are 24.4.4.4. Your router accepts connections from your computer, connects to the internet with that address, finds the information, and gives it to your computer. Without the router, the computer would connect to the internet directly to get the info.
Thats all very simple. But what about when someone ELSE wants to connect to YOU? They specify your address, 24.4.4.4, to connect to. It reaches the router, but the router has no clue exactly which computer it goes to.. all it has is the address of itself and the address of the remote computer.
So, its not a firewall that is preventing you, its the router's inability to figure out which computer a packet of information goes to.