Its usually when you have more than one pc connected to the net through a router and you want to dedicate a port on one of the computers to something... for example if you have one working as a web server, you would forward port 80... So when an incoming request comes to the router at the connections IP address, if its on port 80 it will get transferred to the PC which its set to forward to
You shouldnt really have to worry about it to be honest with you, if all your doing is just connecting to the net, its not really an issue
The main reasons for port forwarding are if you using torrents, some game servers require it and if you remotely controlling your PC from the internet.
To be honest, don't put any entries in there unless you absolutely need to as its a useful extra layer of protection.
