can't open a port, keeps getting blocked

I have a USB aircard for my internet connection. I am sharing this connection from the host computer to a wireless router, the router just acts as a hub. Surprisingly I have been able to do some port forwarding in windows ICS and it works. But the firewall blocks the incoming connection that is supposed to get passed on to another computer. It works if I disable the firewall.

Application: windows operating system
Action: Blocked
Protocol: TCP
Source IP: x.x.x.x
Destination IP: x.x.x.x (my internet IP address)
Source port: it changes
Destination port: 45000

I tried adding a global rule to allow incoming TCP on port 45000, but it still gets blocked. Any ideas?