Port Forwarding (sometimes referred to as Port Mapping) allows a you to reach your home network privately and securely ... without letting the whole world in on the action! Think of it like this: Your router is sitting at home, aggressively screening its calls, waiting for that special call from you - all so that it can connect you to your Slingbox and your home theater.
Most routers these days can be configured automatically by Setup on Slingbox.com using a technology called Universal Plug and Play, or UPnP. However, some routers need manual configuration, and that's where http://portforward.com/english/applications/port_forwarding/SlingBox/default.htm comes in. It takes you by the hand and walks you through the process of configuring your router for port forwarding.
Take a look at the articles below for more information.