I'm an IT Pro so I understand how to configure my firewall
A mate on CoH told me what ports needed opening and I simply opened them on the Prestige, and then made sure the packets forwarded properly under the NAT options.
Firstly, did you assign your PC a DHCP assigned IP address? This is important, because you define in the rules where the packets you are allowing in on your firewall get forwarded to.
That site you posted doesn't say whether its trying TCP or UDP as its protocol. In this case we are opening UDP ports. Anyway, when I configured my firewall correctly, CoH worked fine with now problems.
I run the standard windows firewall in Vista although its not really necessary since the Prestige is firewall enough.
You could try enabling UPnP in the prestige and see if you get any joy that way. UPnP should allow the application to open the ports required directly.
Hope this helps.
CK