Most routers now are stateful... Which means that as ports are opened outbound, the router knows what ports the reply will be coming back on. If you need external connections to initiate, you will need to set up rules in the firewall pages of your router.
There is a third place to open ports for external connections which I imagine will require you to fiddle with ipchains on OSX itself (if that is what it uses. I suspect it is, but haven't checked).
What exactly are you trying to do?