I was one of those people who got frustrated by the download speed of BitTorrent until I found the BT FAQ page that explains how to accelerate downloads by properly configuring the router and/or firewall.
However, you will get better speeds if you allow incoming connections as well. To do this you must use the “port forwarding” feature of whatever is performing the NAT/gateway task. For example, if you have a cable or DSL connection and a router/switch/gateway/firewall, you will need to go into the configuration of this device and forward ports 6881-6889 to the local machine that will be using BitTorrent. If your device makes it hard to enter a range of ports (if you must enter each one separately), then you can just do the first 10 or so ports, or however many simultaneous clients you plan to ever have open. If more than one person behind such a gateway wishes to use BitTorrent, then each machine should use a different port range, and the gateway should be configured to forward each port range to the corresponding local machine.