Forwarding ports on Airport Express

Can anyone tell me both how to do this for someone whos never done it and which ports need forwarding?

Try googling "port forwarding on airport express". There appear to be software tools out there that simplify the task. I'm hoping to add automatic port forwarding for Airport routers using NAT-PMP some day, but my own router doesn't support the protocol so I can't test the feature as I'm developing it.