By default, Azureus checks for NAT issues on TCP port 28999 and if thats not open then you'll get reports of NAT blockage. If you open Azureus and try a NAT test again but change the port tested to one that you have opened in the range you listed above you shouldn't have a problem. You can also change your TCP/UDP listening port in the Configuration options to a nondefault port.
You can also find a wiki about this very issue:
http://azureus.aelitis.com/wiki/index.php/NAT_problem