HTTP/FTP/SSH are outbound only. They don't need to be forwarded. Your PC requests the connection. P2P can detect your PC is unreachable and since you connect to lots of other people, rather than people connecting to you, it can inform your PC via a proxy to connect to them. Same with Messenger, which connects to a central hub to relay messages.
I don't know your router, and so I've no idea how it works. Did you buy it or did it come free from your ISP? The former should be easy to edit the configuration. The later is normally more difficult as ISPs like to lock these things down to stop people from messing with it.
Either way, you may want to lookup the UPnP architecture. Maybe your router has it enabled. If it is, your P2P/Messenger client is most likely already using it to forward ports to itself.
Bookmarks