Public server firewall configuration

Added section on firewall configuration.  This should prevent users (like me) from struggling to figure out why their servers aren't executing code.

This documentation applies to current stable release and older releases, and so probably should be backported at some point.
I think the min is 49152 (3*2^14). [here](https://github.com/zeromq/pyzmq/blob/ec6e3af9cde139336c6056be38dfdaaa5f6bd11d/zmq/sugar/socket.py#L164)  and [here](https://github.com/zeromq/pyzmq/issues/106) for the reason.