Can I use any port number? Can I just pick a number out of the blue? Is it just a matter of having the number I route to my computer be the same as the number Media Server says it is using?
Yes, any unused port number. If any other program is also using the same port as Media Server then when traffic is received, both application would try to answer. (For example, some download managers, and ad-blocking programs also use port 80 by default).
How do I check this with only one computer? I have a network at home (hence the router), but only one computer (I also hook my handheld to the network for synching, etc.).
From the Media Server machine you need to setup the library with your media files, then start the Media Server program, then goto File-Library-Search for Media Servers. If everything is setup correctly, then you should see that you are connected to the machine you are on in the top of the window. This indicates that the Media Server is setup correctly. Any other problems after this would have to be network related.
I have a Linksys wireless router, hooked to a DSL modem and my home computer. I don't have anything special set up in terms of security, although I think (not home so I can't check), I have WinXP internet security turned on.
If you are connecting from behind a NAT router then you really do not need to run any additional firewall software on the PC. That would include the firewall that is built-in to Windows XP. With NAT, your computer is invisible to people outside of your network except for ports that you specifically allow though.
Also remember, if you are trying to connect from a computer on another network (like at work) you will have a problem if that computer is behind a firewall with blocked ports.
Let me know if you have any other questions.
--Shadowen