I've just spent 4 hours trying to get open a port for uTorrent to up my download speed.  Now, I'm no network engineer but I understand enough to configure port forwarding. 

My environment consists of an ADSL 2+ router and a Netgear wireless router.  I configured the ADSL router as suggested in the www.portforwarding.com article, that is I opened up a port (e.g. 50100) on the IP to which the Netgear router was configured.  Then, I configured port forwarding on the Netgear router to forward the same port to the fixed IP address of the machine running uTorrent. 

Any attempt to connect failed (using the test function in uTorrent).

I found an article here, about the fact the Vista ignores the port requested by uTorrent and that I'd need to work out a port in the range provided by Vista using netstat -an while downloading a torrent.

So, I did that - found a port and repeated the above process.  Still no success.  About this time I realised that although uTorrent registers itself with the Windows Firewall (in this case OneCare Firewall), there didn't appear to be any specific listening ports configured.  So, I added a new exception for the TCP port I'd used above, completely expecting this to work. But it didn't.

After starting from scratch, resetting both routers e.t.c I was about to give up.  I had turned off the firewall at numerous points along the way to see if that was the problem, but still continually received failures - so I'd ruled out the firewall as the cause of my problem, but I had exhausted all other possibilities on the hardware side of things.

Finally (by fluke), I noticed that even though I'd been setting the port number in uTorrent - it wasn't persisting after I'd closed the window (I needed to press "enter" to save the port number apparently).  So with this sorted, I updated the routers again with a new port number, and updated the firewall exception. Still didn't work!!!!

Then I noticed this:

The "automatically change my Firewall ..." checkbox results in the highest setting (restricted) being applied - which basically overrides all of your exceptions e.t.c.  Setting it a level lower (Ask First) solved the problem, or one lower which is recommended solves the issue.

I hope the speed increase will be worth it!