Here is the first step to enable Universal Plug and Play:
http://support.microsoft.com/kb/941206 .
You said in your first post you had set the appropriate rules in action. Did you open the ports under Global Rules, applications Rules or both? Can you show screenshots of your Global Rules and the Application Rules?
How to post a screenshot?
When the window you want the screenshot is active push alt+print screen. The window is now copied to the clipboard. Paste the image in any image editing program, Paint, Paint.net, the Gimp etc, and save the file as 32 bits png image.
At the forum push the reply button. Or when using the Quick reply type some text and push the preview button.
Underneath the text box click on Additional options. Push the Choose button and navigate to the file and select it. When you want to post more images click on the more attachments link.
When done typing push the Post or Preview button.