@hidingplace - This depends largely on the type of router you’re using although the process is more or less the same with each one. You can access your router settings using a web browser with an I.P. address that should be listed in the manual, typically it’s something like 192.168.0.1.
First you’ll need to assign yourself a static I.P., which will make it so the I.P. address you are assigned on your network doesn’t change whenever you disconnect and reconnect to your network. Many routers allow you to do this very simply in the router settings, simply find what I.P. your computer has been assigned and there should an option to set it to static.
Next you’ll need to find what port your downloading software is “listening” for, which should be clearly listed in the options. Back to your router settings, there should be a Virtual Server page where you can add this number along with your I.P. address to a list of already open ports and then you’re done.