Are you running a firewall Dude? you might have to punch a hole through it, plus do some port forwarding - if your using a standalone firewall.
If your using the software firewall, then opening up the ports should be ok.
This could be also causing the dropped packets as each time one comes through, it must traverse the rules, which if your getting a lot of packets or connections and the firewall does not keep state. you could be lagging due to that, so opening a hole should possibly speed things up as well.