I don't even know where that setting is in my router, but mine is in that list (DG834G), and I don't have any problems with torrents. You have set µTorrent to stick to the one port, yes? And you've forwarded that port through the router, and allowed it in the router firewall? If you've done all that, and it's getting through ZA, I don't know what else to suggest. There is a little program you could download, called
TcpView, which gives you more details as to what ports are open, and what applications are using them. That may at least establish whether your µTorrent port is open.
By the way, the 'banned IP' message you got may only apply to that one download site. Have you tried downloading something from somewhere else?
Oh, just one more thing, in µTorrent Options > Connections, untick Enable UPnP port mapping.