Yes Miha is right about UPnP facts...
I just bought myself new router/firewall D-Link DI-624 AirPlusXtremeG Up to 108 Mbps, 128-bit WEP, WPA or WPA2 encryption. Unbelievable machine, and yes... I just couldn't resist... I trashed my Linksys, and finally decided to go back to my beloved D-Link... by the way, they menufacture them just 15 km from where I live. Largest D-link factory in Canada is here, small place close to Toronto, right on the lake, called Oakville.
Yes you can configure those ports manually, but using UPnP feature is much faster. I don't believe it's such a security threat... if it was a true, I am sure all those router manufacturers (router programmers) would give up on that feature as soon as something came up. Remember, it's so easy to include some options as well as it's unbelievable easy to remove them. We are well aware of how often we see those firmwares released for this type of hardware. I just upgraded mine to latest one, and I've got at least 10 new features included.
This is how it's set up (automaticaly by Azureus) in my new baby...
Cheers !