Simply playing the game of this nature is a security risk in itself when you think about it. So if your parents let you play online games, then they are risking your security just as much. The fact that they won't let you forward ports just means that they are paranoid, and are guilty of one or all of the following:
A: Don't know anything about computer security
B: Are just too stupid and want to yell at you for stupid things and make you feel bad.
C: Are just out to get you and will randomly make something you want to do the thing you are not allowed to do.
Hell, if they let you go to forums like these ones, I don't see why they are worrying about forwarding ports. No, I'm not saying this is a bad place, but usually cautious parents won't even let their kids go on forums, especially when the moderation is limited and where rather crude posts are tolerated. Hell, they probably shouldn't even let you on the internet at all.. Its a bad bad place. Just go watch Disney channel, it's safer.