It won't work all the time. In fact it will only work if you send files to people who have their port forwarding properly configured. The second you try to send to someone like yourself, it will fail.
Port forwarding likely doesn't work because you missed a step or did something wrong-- or your router is broken/faulty. You can certainly make it work if you follow the instructions for your router (
http://portforward.com) or call your ISP technical support and see if they can figure out what's wrong.