1. Firewall. Delete any existing rules for emule.exe in the firewall configuration, and start eMule. The firewall will ask you what to do. Allow emule.exe full access, both outgoing and incoming.
2. Router. You need to do portforwarding. Go to http://www.portforward.com. Follow the instructions there. This site is free, but there are ads that take you to paid software, so avoid them if you don't want to pay.
When you are done, the arrow will turn green.
I was only kidding when I said that my link was better than yours.