The guys are pointing you in the right direction. There's no need to adjust the router settings for in-home use. You adjust these settings to allow 'port forwarding', opening some ports for use outside the home.

If you ever want to do that, go to portforward.com. Great site. You just find your router and the application you want to run. Pretty straightforward.

That HP server is pretty nice. Some of the newer ones now support Time Machine backup. They had a few on demo at Macworld.