Sorry, this was pretty confusing for myself too when I was setting up.
Basically, port forwarding means you free up a port (a path by which data can be sent and received). You have thousands of available ports, but Freelancer uses port numbers 2300-2400 for multiplayer servers (Disco uses 2302, to be exact).
Also, a device such as a firewall or a router (which has its own firewall built in) keeps many ports closed for security reasons, and the one Disco uses usually falls under that category. That's why you have to 'open' it, which is what's called port forwarding.
I'll try to make this a bit clearer. First off, are you using a router or have any firewall besides the Windows one active?
