I found a program while I was surfing on the web.

http://download.com.com/3000-2085-10...nch&tag=launch

Quote from the page:
Port Magic takes the complexity out of playing multiplayer games by automatically configuring your Internet gateway to let you connect with friends and fellow players. Port Magic automatically manages port forwarding settings on popular Internet gateways so you can spend more time gaming. Through a simple, "instant messaging" style interface, it notifies you when games are trying to access the Internet and ensures the security of your network by automatically closing ports when you're done playing.