Think of forwarding a port as digging a tunnel through several layers of rock when you're stuck inside a cave.
The "layers of rock" in a typical desktop computer home setup (they may vary depending on your setup, obviously) are, in order, from the inside to the outside:
1) Your antivirus/security suite.
2) Your software firewall.
3) Your router firewall.
So you have to start by making sure that each and all of 1), 2) and 3) are configured to allow your desired port(s) full communication both for TCP and UDP protocols - you may have to refer to the documentation and/or tech support of each of 1), 2) and 3), if needed.
For troubleshooting purposes, you can try:
1) Temporarily FULLY disabe your antivirus/security suite (if needed, uninstall - you can reinstall later) and re-test your ports.
2) Temporarily FULLY disable your software firewall (if needed, uninstall - you can reinstall later) and re-test your ports.
3) Temporarily FULLY disable your router firewall, as well as any other built-in security devices i.e. "intrusion detection" and the like; in some modern home setups it may not be easy to do it, since your ISP may not want you to do it, so at least make sure it's configured to allow your desired port(s) full communication (TCP and UDP), and re-test your ports.
Regarding 3), some folks do well by turning on UPNP on their router, which although introducing a few security caveats (which won't affect most users anyway) makes port forwarding significantly easier and more versatile. 3) is also probably the major cause of port forwarding difficulties, so here's a link that may come in handy:
http://portforward.com/
Hope this helps.
