Er, well it would help if you actually told the rest of us what software/hardware you are using. The steps can be very different for differing firewalls.
At the moment the server is undergoing some scheduled downtime for maintanence and client updates, as can be seen by the large bold text under the banner for the forums. You would be unable to connect, even if you got it right.
Please post more information or no one here will be able to really help you.
~Indi
