Recently I had to help a friend get his RDP working on his home computer. He has Qwest DSL and just one computer connected directly to an Actiontec 54 Mbps Wireless DSL modem. For some reason these modems have a confusing interface. To get the port forwarding to work, you need to setup your PC with a static IP address first and then configure the Actiontec to forward to this internal IP address.
In the Actiontec web interface, go through the Advanced Setup and then when you get to the Port Forwarding screen, click Advanced in the lower right corner. The screen that comes up will say Advanced Port Forwarding. On this screen, at the top section add your ports and your internal IP address and then click Add. This will keep the setting and you will have restart the modem. This is the only way I got the modem to keep the settings.
If you still have problems after this and you have confirmed that the Actiontec retained your port forwarding settings, check your computer to make sure that you do not have a software firewall blocking the ports.
You might also look at troubleshooting ports on DSL and DSL router forwarding ports problem for more tips.