The best way to do it, imo, would be to setup a static IP address for your puter, and assign that IP address to your computer on the router (eg: 192.168.0.155) then setup port forwarding on the router, allowing traffic through whichever ports you need specifically to your pre-assigned local IP address
If you do it this way, it still keeps the connection secure to other computers on the network, so only you will be able to access these ports, and the only IP address the internet will communicate these ports to will be yours, lessening the risk of letting something in/out that you don't want to
So, for example... my home network allowes p2p programs to function on the static IP address I have assigned to the computer that downloads "stuff" from the internet, I've set up my dad's and mum's static addresses to only allow web browsing products through the firewall (lowering the odds that I need to fix their computers more often than I already do) and my xbox360 has total access, with no firewall protecting it at all, because the slightest twitch and it goes crazy about NAT being closed
Incidently, having messed around with routers of all shapes/sizes/brands, I still maintain that allowing the 360 unabridged access to the outside world is the way forward, but do this to your puter at your own peril... I have run a 24 hour live system, and many years ago, before I had a router, my host computer used to get hit around 2000 times a day by port scans and the like (that's just the ones that got detected!!!) and now, running a 24 hour live system with a router and hardware firewall closing off all but the essential ports, I've got those hits down to about 2 a week (which get as far as the software firewall), which as I'm sure you'll agree is a significant improvement
If you're having trouble setting all of those things up on your router, I would suggest going to the Belkin FAQ site for your particular router, as I can't provide tailored advice without a model number, also, personal preference would point you towards Netgear for the home user... easy to setup/configure, and probably the most reliable bit of computer kit you will ever own ... maybe next time
Anyhoo, hope that helps you some
Oh, and bit of advice for anyone venturing in on the home network front... even if you only have 1 or 2 puters on your network, it's always best to take the infrastructure approach right from the get go, as you never know what you'll be adding in the future, and you do need to use static IP addresses for things like network printers which are becoming ever more popular even in the home market now.
"Words have the power to both destroy and heal. When words are both true and kind, they can change our world." -- Buddha