How do I set CFP to open a specific port?

I am running Utorrent and need to open a specific port, however I am unable to find out ow to set CFP to open said port. At present the only way I can get it open is to set my security level to “Allow All”. As you can guess this is not the most ideal solution, so if anybody knows how I can do this I would be very grateful.

This a FAQ, covered here:

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