Port Forwarding
Shores of Hazeron currently uses the ports 16757 to 16761, according to Haxus. The servers do not make connections back to the client, so you should not need to set up port forwarding. However, if you are using a firewall which blocks outgoing connections, you will need to either allow Shores of Hazeron or allow outgoing traffic on those ports.
For help, see: www.PortForward.com