Port forwarding is required only if you're the host, i.e. other players are connecting TO you. If you're connecting to other servers, you don't need to port forward.
Thinking "well I will anyway, maybe that will help" is completely wrong - it's absolutely not neccessary. People always seem somewhat mystified by port forwarding and I never understand why.
All connections on the net are client/host, even "p2p" connections. One of those people is the "host" of that connection. You don't need your own port 443 to be open to use HTTPS, and you don't need port 80 forwarded to your machine to be browsing RMRK now, on port 80.
Since you mentioned port forwarding, that means you're behind a NAT device, which means you don't need a software firewall. NATs are essentially hardware firewalls.