Or, Do use the DMZ feature and get a firewall on your computer. Much much easier that way...and you do NOT open yourself up to anything..... that you don't want, that is.
I run a server computer that hosts my fshost server, teamspeak server, KDX servers (2), mail server, web server, and UT2k4 server. With all the ports that I have to have open, the DMZ is the ONLY option I have that is not insane. I use Panda firewall and have never had one successful attack. People try, but they just get slammed headfirst into my wall.

I use Linksys and would never own anything else. Panda is THE best firewall / anti-virus software you can ever use, so give them a looksee. That other garbage one thinks it is the best, but I have tested them both on many computer networks, and Panda destroys it hands down. The daily updates for its VP is un parrelelled, especially when you consider that almost all other AV companies get their info for their products from Panda to begin with.
Ok..back to topic....DMZ is absolutely fine to open up on your computer. But again, ONLY if you run a software firewall.