Port forward means you have to open up a port inside your modem.

Example: VC:MP server uses port 7070, but you don't have that opened in your modem, that way you won't be able to establish a solid connection with VC:MP, and that's why you need to open it. Look for tutorials on the web for Port Fowarding and you should be fine.

And by the way, what's your internet connection type?