That option is only for the very old LW versions. It has not been an option for LW versions for over 2 years. You would simply click the option. And yes it was supposed to help connecting to the Gnutella network for those with modem/router firewall issues.

If you mean port forwarding, which is what has replaced it, then you need to port forward your device after setting up a static ip; PortForward.com - Free Help Setting up Your Router or Firewall, & then see Manual port forward instructions & sample image