we are sorry, we are open

Этот самый форвардинг позволяет проходить пакетам сквозь машину, с одного сетевого интерфейса на на другой. Ещё проще говоря, форвардинг нужен чтобы машины с реальными адресами изнутри сети могли выходить во внешний мир.

По-умолчанию форвардинг выключен, чтобы исправить это положение нужно изменить значение одного ключика в реестре. Вот документ с сайта компании Microsoft, он написан про Windows 2000, но подходит и для XP:

How to Enable TCP/IP Forwarding in Windows 2000 (Q230082)
 
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The information in this article applies to:
 
 
Microsoft Windows 2000 , Advanced Server  
Microsoft Windows 2000 , Server  
Microsoft Windows 2000 , Professional  
Microsoft Windows 2000 , Datacenter Server  
 
 
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IMPORTANT : This article contains information about editing the registry.
Before you edit the registry, make sure you understand how to restore it if a
problem occurs. For information about how to do this, view the "Restoring the
Registry" Help topic in Regedit.exe or the "Restoring a Registry Key" Help
topic in Regedt32.exe.  
 
 
SUMMARY
Transmission Control Protocol/Internet Protocol (TCP/IP) forwarding is disabled
by default in Windows 2000. This article describes how to enable TCP/IP
forwarding on a Windows 2000-based computer.  
 
 
 
MORE INFORMATION
WARNING : Using Registry Editor incorrectly can cause serious problems that may
require you to reinstall your operating system. Microsoft cannot guarantee
that problems resulting from the incorrect use of Registry Editor can be
solved. Use Registry Editor at your own risk.  
 
For information about how to edit the registry, view the "Changing Keys and
Values" Help topic in Registry Editor (Regedit.exe) or the "Add and Delete
Information in the Registry" and "Edit Registry Data" Help topics in
Regedt32.exe. Note that you should back up the registry before you edit it. If
you are running Windows NT or Windows 2000, you should also update your
Emergency Repair Disk (ERD).  
 
To enable TCP/IP forwarding:  
 
Use Registry Editor (Regedt32.exe) to view the following registry key:  
 
 
HKEY_LOCAL_MACHINESYSTEMCurrentControlSetServicesTcpipParameters  
Set the following registry value:  
 
 
Value Name: IPEnableRouter  
Value type: REG_DWORD  
Value Data: 1  

NOTE : A value of 1 enables TCP/IP forwarding for all network connections
installed and used by this computer.  
For additional information about TCP/IP forwarding, click the article numbers
below to view the articles in the Microsoft Knowledge Base:  
Q140859 TCP/IP Routing Basics for Windows NT  
Q169415 Routing and Remote Access Release Notes Readme.doc File  
Q169548 Using Proxy Server with Routing and Remote Access  
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Вот собственно и всё.

Малик /20040101/