Sgt. Bulldog, I'll try to answer your questions.
MTU - not quite sure what this is, I remember it as some value. Just try both I guess.
DHCP server - if this is enabled the router will automatically assign your pc an internal ip. The best option when you forward ports is to use a static ip, so that you don't have to change the forwarding rules every time your pc gets a new IP- Set this to disabled, and enter your ip in (XP) network properties/tcp-ip settings. Depending on your routers ip, it should be 192.168.2.xxx, 192.168.1.xxx or 192.168.0.xxx. Gateway should be your routers ip (192.168.0/1/2.1).
Filter ip-adresses - You should probably enable this, as the forwarding will open for the desired traffic. Should it not work you can try to disable it.
PPPoE passthrough - don't think that's relevant.
Port range/Port Triggering -Trigger port is 47624, port range is 2300-2400 and that other range which I don't remember. The ip should be your ip, which is the one you entered above (this is where you tell the router where it should send the ports).
UPnP is irrelevant (I think...). DMZ will open your computer completely, only use it if you can't get the forwarding to work.
I may not have been very clear on all points. Ask if you need more help on setting your IP or finding your ip etc.