You should not worry about firewalls or routers on a client (local) side. What needs to be configured is a firewall/router on a server (remote) side.
1. Open port 4899.
2. Configure router to forward all connections on port 4899 to the target machine.
Radmin uses 4899 TCP port by default. You can open such a port on the router/firewall. Another solution is to change the Radmin port number - on both the server and the viewer - to the value of a port that is already open on your router/firewall. If your firewall works under Windows, you can install and start the Radmin Server on it. Then you can connect using 'Connect through host' feature of the viewer. Sometimes only the router has a public IP address. In this case you have to configure 'Forwarding' on a router/firewall. Configure the router to forward connections from some port on the router to a specific IP address and port (the default port of Radmin server is 4899) of the computer on your internal network. You need to assign a port on the router for each computer you need to access. After that, to connect to a computer behind the router/firewall from the Internet you'll need to specify the IP address of the router and the port on the router that corresponds to your computer in the internal network.
The router will then forward connections to computers in the internal network.
Make sure that Radmin isn't blocked by antiviral tool or XP built-in firewall.