In the router web interface, look for a button that says something like "Port forwarding" or "DNAT" or "Servers" or even (in the WRT54G's case) "Applications & Gaming"
This will bring you to a page where you can specify what ports to forward and to where. You want to forward ports 6881 to 6889, TCP protocol, to the machine running the torrent client.
You will need to IP address of that machine. To get it, on XP pro, do this:
Click Start-->Run
Type "cmd" in the box and press enter
Enter "ipconfig" in the command shell window, and press enter.
This will get you the machine's IP address (It will start with 192.168 or 10. or 172.[16-32] ).
Note your router may be dynamically assigning the IP addresses to the machines behind it. You will probably want to give your desktop a static IP, to ensure its IP does not change, thus screwing up your configuration.

~psi42