I think the simplest way is to DMZ the computer that is hosting. Remembering to UN-DMZ this when finished.
This is actually NAT'ing ports through to your computer. You then can apply local firewall settings if you feel a need.
I personally do not run a firewall on any networked computer in my house. The router itself is good enough and that helps with CPU Resources not having a firewall running.
Here is my take on running a computer behind a router. That router is a firewall, it is known as a hardware firewall and actually shields your computer from anyone seeing it in cyberland.
So basically, if you have a gaming computer, find out what the IP is for your computer and DMZ it.
Start - Run type cmd - at the flashing prompt type ipconfig /all and you will see your IP the router's DHCP has issued (usually a 192.168.x.x). Only you and that router knows this and cannot be obtained unless you have a good schooling in Hacking and are sitting with in wireless range and have about 48 hours to hack that router. Very highly unlikely.
This is of course assuming that the router is NOT sitting on factory defaults. If so, doors wide open to any hacker familiar with your router anyhow so DMZ it

Bottom line is, Felix is correct. You can port forward or you can DMZ. The latter is much less hassle for just hosting.