First, i want to specify that all questions written down here is related to a computer who wants to connect to Internet while behind a NATted device. (Struggling "incoming connections" term while studying NAT ) Question1 : 1- As you know, Incoming connections are blocked by NAT. Check out the example that makes me sick. For instance, we try to make connection with web server i mean displaying a website content. For this, first we send a request packet to that web server. This time, no problem occurs because NAT allows outgoing connections. However, after getting our request, a reply packet is sent back to our computer. That time, thats why NAT prevents incoming connections, reply can not be taken by us. But, nothing bad happens and we get the reply. So, isn't this "reply packet" a kind of incoming connection? Question2 :Imagine something else, for example msn messenger application. Assume, i launched a session on msn messenger. After a while, i began chatting with my friend. I wrote down bla bla bla. Then, he typed some characters and sent me. When i received the message that he sent, NAT could have blocked it since it is an incoming connection. But nothing bad happened. why not? Question3 : Same example with the second. How can i chat on msn messenger if i am behind a NATted device without any port opening on the other hand port forwarding ?