change TCP settings

Hi all

I am trying to run a communications program and I have to change settings. I have managed to change the router destination ports, but I am having one Hell of a problem trying to find out how to change the TCP settings. I have tried follow MS instructions, but as usual, I have got so far along and cannot see what they are telling me. The instruction from the program are: Allow TCP (source port any, destination port 5200) from PC to internet.

Wonder if there is anyone who can help me?

This sounds to me like creating an outgoing firewall rule to let a program connect to internet on a particular port. Router configuration should not matter typically (NAT blocks incoming only).
For Windows built-in firewall, by default outgoing filtering is also disabled, unless you enabled it manually afterwards (is that your case?).
Do you have an antivirus with an integrated firewall or any other firewall possibly blocking it?
With all the defaults, and strictly following the line you copied, I think you don't need any special setup for it to work, as long as you stick to Windows defaults.