Firewall compatibility
http://www.nintendowifi.com/consumerservice/showTopic.do?catId=FAQ&topicId=Privacy#Router_firewall_compatibility
Anti-virus, anti-spyware, software firewalls, and firewall-enabled routers can affect
communications within your network.
You may want to consider temporarily disabling, or removing, these products installed on home networks to enable game play.

Allowing TCP and UDP Traffic
TCP:
Allow traffic to all destinations on ports: 28910, 29900, 29901, 29920, 80, and 443
注意：以前の情報とくらべて80と 443が追加されてる。

UDP:
Allow all traffic to all destinations. (Necessary for peer-to-peer connections and game play).
The Network Test tool can be used from a computer behind your firewall to test if outbound UDP is allowed.