You do not need to open that port unless you need to have access to the GUI and settings, remotely.
Also if you need to open the port, first you need to find out if you're using a third party firewall or not, if yes, you need to follow the instruction on that.
for built-in windows xp firewall, follow this: http://www.windowsecurity.com/articles/Customizing-Windows-Firewall.html
Also, these things considered as basic stuff. if you are not familiar with those, maybe its just not the right time for you to try such an advanced program like SBM.