Configure router ports for gameplay online

[Saltire]

Ok guy''z ive managed to configure my router to allow the internet traffic so that the online games work on fifa09 (pc version), yeeeehaaaa,

EA support gave me the details of what ports exactly need to be open etc, this is what EA says >>>

QUESTION
What ports need to be open to play FIFA 09 online?

Answer

The online requirements for FIFA 09 are as follows:

Firewalls
Note: If you have a firewall and want to play online, the following TCP/IP ports must be open in the outbound direction:
HTTP 80 TCP/IP
HTTPS 443 TCP/IP
Peer Game Connection 3659 TCP/IP
Roomsvr 30440-30449 TCP/IP

The following UDP ports must be opened for game packets, for the outbound and inbound connections
Game Packets 3658 UDP
News Ticker 9570 UDP


So, I thought that was that, but now iam testing my computers internet security and its failing the test, so its not exactly 100% yeeeehaaaa yet actually, , now i have enabled the ports etc in the router there seems to be a comprimise in my security, i use this website to test security >> https://www.grc.com/x/ne.dll?bh0bkyd2 << , its a very good, accurate and popular site for testing security, anyway, they are able to send a "ping" to my computer and they say that is not good, this is what they say

""Ping Reply: RECEIVED (FAILED) ? Your system REPLIED to our Ping (ICMP Echo) requests, making it visible on the Internet. Most personal firewalls can be configured to block, drop, and ignore such ping requests in order to better hide systems from hackers. This is highly recommended since "Ping" is among the oldest and most common methods used to locate systems prior to further exploitation.""

So now i am stuck it seems, how do i stop my computers internet security being comprimised like that and at the same time also be able to play fifa09 online ??

any advice much appreciated.

(i have zonealarms internet security suite installed)

[Saltire]

can someone help me with this please, ive tried a few things and still grc can ping my computer , even tried switching on windows firewall too, so thats two firewalls, but still they can ping my system.

[computerbod]

for any queries setting up any routers for any games goto PortForward.com - Free Help Setting up Your Router or Firewall Its the best source and will take you through step by step if your new to forwarding ports etc

[Saltire]

for any queries setting up any routers for any games goto PortForward.com - Free Help Setting up Your Router or Firewall Its the best source and will take you through step by step if your new to forwarding ports etc

i dont have a problem port forwarding, its just why iam being able to have my system ping'd from the shields up site thats bothering me, meaning my security isnt as secure as it should be ( i think).