Usually there's an option for both UDP and TCP but if not, you'll have to make separate entries. The ranges are exactly that, ranges. So 20000-20002 would be 20000,20001,and 20002. Typically you enter the same numbers for both incoming and outgoing ports.
Like I said though, DMZ covers everything so that's your best bet. Starlancer is extremely temperamental though. It will sometimes just refuse to work even if you have everything set up correctly. So it's not necessarily your fault if it doesn't work.