Of course you're less safe with both of your firewalls off, but it's not a considerable risk. Your router probably uses NAT which gives you a Local network IP address; people aren't going to be able to break into your machine on any port that isn't forwarded in your router. An attacker will try something like this "send virus to "137.155.38.3 port 383" Assuming your router's IP address is 137.155.38.3, the router will receive the attack and, without an entry for port 383 in port forwarding, will not know where to send the packets and they'll be dropped. Pretty safe and this happens if your firewall is on or off. Unless your firewall was automatically configured to block ports or services, having it off might not change a thing since it may have been blank anyways.
Now, on your desktop with your firewall disabled you can browse to sites or use services that open up those ports on your machine. If you've established a connection with a malicious entity using ports that aren't defined on the router's port forwarding the attacker can still access those ports since you're connected. When you browse to a site your router usually assumes you want to be there and will open up ports for the services you're using there. Summary, unless your router firewall has defined rules already it is less important than on your PC.
Anyways, with your setup it seems like port forwarding is definitely the way to go. Which ports were you forwarding, did you specify the right IP address for your machine and did that IP change? Which protocol are you specifying for the forwarding, UDP, TCP? My solution would be to configure port forwarding properly or open up the ports on your firewall so that your machine can communicate freely. Also make sure you've listed this application as an exception in your local firewall, it will configure the ports and all that for you.
