Try a high number, between 60,000 and 65,535.

What is your internal IP address? The one you used in the
modem to indicate your PC. It should be something like
192.168.1.2. Check in your TCP protocol settings what it is
and make it permanent so your modem rules will always be
pointing in the right direction.
==> How to set up a static IP address on a Windows XP computer <==

Also, make another rule in the modem, all the same
settings but for UDP instead of TCP. BearShare can use
both at the same time.

We should check what you did in Kaspersky too. Did you
add BearShare to the Trusted Zone? (6.9.2 Page 80) Turn
on all the "Do not" rules except "Do not scan opened files".

Have you done anything in "12.1.1.2.1. Creating rules
manually" (Page 151) yet? You probably have to make a
couple of rules in there too, one for TCP and another for UDP.

Kaspersky looks pretty complicated for this stuff, but at
least you'll only have to do it once.