Option 1
If you are unfamiliar with networking security, setting up port forwarding should not be a big deal.
When you communicate with other devices on the internet, you use a router.
That router has a feature which allows for NAT (Network Address Translating..it is stored in a NAT table.)
Each person on your home network (each person that uses that router, generally) has their own PRIVATE IP address.
That private IP address establishes a connection with the router which also has it's own PRIVATE IP address.
Your router is also given a PUBLIC IP address (generally by the ISP, to which you can configure to an extent..all case dependent)
Basically, you send information in what are known as "packets" to your router, who then changes the SENDER of that "packet" to be displayed as the PUBLIC IP address.
This is the basic concept of NAT, and is what some people consider to be "secure".
Seeing as this NAT process is inherent (due to the amount of IPs available in IPv4), your router most likely is already set up for NAT.
In that case, if you have access to your router's firmware, you can make the appropriate changes to which ports are allowed.
GunZ generally uses ports 7700~7800, or 6000-~8000...I would go for the latter, even though I am still unfamiliar with how ports work as a whole.
As a note, something you may want to consider is that when the "packet" is sent back from the target computer to your router, the NAT table and router work together and change that IP address back from the router's public IP to your personal IP address.
It then gets transferred to your device. In that window, there may be security risks for you, but, seeing as you are having issues and are unfamiliar, this is just a basis for you to understand protocol.
Option 2
Furthermore, if you go to your Devices settings in Control Panel, navigate to the Network tree.
Find your device that connects to the internet (Network Interface Card, Wireless Radio etc...) right click it and go to properties.
Here you will find a few options that can perhaps enhance your connection.
Try to turn gaming mode on, or increasing the strength of the signal you broadcast if you are having latency issues as a whole
Edit: This could be theoretically irrelevant in your case, as I don't quite understand enough of how GunZ or client to server gaming works etc..the security measures still apply, but, the issue could result from something else and ye pretty much just port forward ^^;;..hehe
A lot would change depending on the protocol..in any sense....hehhhehhehehehehehe
Edit 2: I will get back to you about how ports work if you are interested once I understand it fully, it is noted that I should pay attention to it and help u resolve ur issue though, cheers