How to save/backup Halo (Combat Evolved) configuration and player saved checkpoints

You need ports:

• TCP 80
• UDP 2302 and 2303 (2302 is the host listener port -- the one you need to be able to host games)

I'm not sure about the IP forwarding issue, but try opening these ports and providing your external IP to your friends. Check out setting your machine as the DMZ host a la this question. DMZ host settings can solve the problem by making your machine the first machine to get information from a shared ip address if the router can't figure out where to send the packets.

EDIT: From the Halo multiplayer support site

Issue: You cannot join a direct Internet Protocol (IP) multiplayer game that is hosted behind a Network Address Translator (NAT) or router, or on an Internet Connection Sharing Server in Microsoft Windows 98 Second Edition, Microsoft Windows Millennium Edition (Me), or Microsoft Windows 2000

Solution: You have to join multiplayer games that are hosted behind a router or on an Internet Connection Sharing server by means of the external GameSpy Arcade Lobby

Yes, there is a digital download version of Halo: Combat Evolved for Xbox 360 released in 2007. I own it, and you can still purchase it.

Here it is on the Marketplace. You want the actual game ($9.99), and not the Theme or Picture Pack.