What? You don't need to open any ports to play the game, only to host one.
Actually Jani, you are wrong, the ports have to be OPEN(not blocked) what you are reffering to is port FORWARDING, something completly different
To the point, yes there could be a firewall blocking the ports, check your firewall and open the port/ and or application, depending on how your firewall work
Regarding the error message when trying to host a server, that is a error with the "server wizard", you could either manually edit the server ini, then launch the server without the wizard, or you could delete some file to make the wizard work, but i cant recall which