The router that came with my ISP, has a firewall built in and offers no way of port forwarding. It is completely locked, the only way of configuring it is remotely through their support, with a fee of $100.

Now I would like to get an understanding of how TCP/IP works in this situation.

It is impossible for me to create a server of any type, web server/IRC/ftp whatever. People cannot connect because the ports cannot be forwarded through the router.

But how is this possible when I am able to access the internet, write in this forum, play a game, whatever. Packets are being sent out obviously,
but what is the difference between me digit'ing a message in MSN, to creating a webserver that will also send HTML to the client accessing my page?

Do you get me?
An explanation about this would be greatly appreciated (: