Some programs attempt to use uPnP but it fails most of the time because every router is different and most have it turned off as was already said.

I would suggest either opening the ports manually or re-writing your code and creating a central server and all data goes through that server program.

This is how most big servers like Yahoo and MSN work because they have the speed and can afford the bandwidth.

It might slow things down for you, but it would work. You could run it from a computer that's not behind a NAT/router, or you could just setup the router manually on that computer once and you would be done.

Also, have you tried being the server, and have your friend connect to you?