10.2 Configuring server programs on the client
Napster
The default port for Napster to accept connections on is 6699. It's fine to leave it as 6699 for the first computer running Napster, but for each subsequent computer you should add 1 to the port number. To tell Napster which port to accept connections on, open the File menu and choose "Preferences...". Click on the "Transfer" tab. The bit you're interested in is "Share files with Napster users on TCP port".
ICQ
Open ICQ on the client computer. Click on the "ICQ" button and choose "Preferences". Open the "Connections" section. Tell ICQ that you have a permanent connection, and to determine your IP address automatically.

Now click on the "Server" tab and tell ICQ that you're using a firewall, but not using a proxy.

You shouldn't need to change anything in the "Firewall" tab; it should look like this:

Now, finally, you get to tell ICQ which port numbers to accept connections on. Click on the "User" tab and choose "Not using Proxy", click "Use the following TCP listen port for incoming event", and enter a port range. ICQ needs to be able to accept connections on several ports to work properly; I recommend using ports 20000-20009 for the first client, 20010-20019 for the second client and so on.

Other applications that need to accept connections
As you can see, the exact configuration of each program is different, but the general principles are the same. For each program on each client computer, you need to (1) configure the server computer to map a port or port range to that client computer, and (2) configure the program on the client computer to accept connections on that port or port range.