I just purchased an Actiontec Dual PC modem. This box runs embedded Linux (uClinux to be exact).
The folks here
http://www.express.org/pipermail/actionhack/ were talking about being able to open ports to allow inbound traffic. Sadly however it appears the list has all but died so there doesn't seem to be anyone to ask for steps on how this would be done.
Would you just have to write an access list?