ICMP outbounds should I allow?

Im getting alot of ICMP inbound and outbound alerts all the time, mainly PORT UNREACHABLE’s should I allow these?

Also when running uTorrent I get a few inbound TCP and UDP alerts, what could this mean?
If got a network rule setup as Allow TCP/UDP from any IP to any IP, source port any destination port 40000 (the one i set for utorrent).

Here you’ll find some info to configure cpf with BT.

There is an ongoing thread about that kind of ICMP: slow speeds and very strange log activity