Open/Close ports on Router / PIX / Proxy

Hi,
What is the procedure to open port “1599” & close port (if opened by default) for users on a Nework connected to Internet thru a Cisco Router 2500, Cisco PIX 515 & Microsoft Proxy 2.0 Server in this order. These devices have valid IP addresses.
Do let me know the exact procedure for each one of them.
Regards,
Akash