Yeah, those "port forwarding programs" are shams and don't actually port forward anything. The only possible way it could do that is if it asks for the password to your router and you give it to the program. If it actually DOES do that, don't because that's not safe.
The only way is configuring it through the router page.
However, there is an alternative if you are only looking to play with friends that you can't connect to over LAN. (You cannot, however, use it to play online with strangers.) Use Hamachi, and read about how to use it.