That depends on your type of router, but generally it involves logging onto the router via your Internet browser. You need to know the IP address of the router and its username/password. Examples of common router IPs: 192.168.0.1 or 10.0.0.1 (type in the Internet browser address field)
How do I know my router IP? Will forwarding my router affect anything else? Do I really have to do a thing so complicated? Is there a site with a more detailed guide?
Cmd.exe, type ipconfig and press enter. The address after "Default gateway" is your router IP. Forwarding just means creating a free passage for AoE through the network. It is not a problem. There should be a few sites on how to forward, but the easiest is if you google your router model.