Well, I don't know your router, but i got some idea from http://www.portforward.com/pti/pae-c...orwarding.htm.
I guess you will have to connect to your router, log in with password, click the "Advanced" Button and then choose "admin privilege" on the left side, after that the option "Firewall". It looks that the both buttons at the bottom of the right window should be the ones you need ("Inbound Policy" and "Outbound Policy").
You would surely have to enable the ports in the outbound part of these two. Click it and click on "add outbound policy". The window you get should look similar to the image for "step 7" in the above mentioned web page.
Select "Any IP" in the first row, "Any IP" in the second row (or just the IPs you will connect to to make it safer), select "port range" or so in the next field which is called "src port", give in your first udp range and set the "Transport protocol" to UDP. Create a second rule to allow also outbound connections for the second UDP range you need to get your program running.
I hope this is helpful.