I have a routed modem SpeedStream 5200 and an Intelbras WRS 240 wireless router connected to the modem (a little home network). Which one of them I have to set port forwarding?
This depends on your cable(?) modem and router configuration. If u have proper configuration - modem is configured as bridge, then u must setup NAT on your router.
If your connection test shows all green, then your router, NAT and firewall are configured correctly.
Try this test to check whether your ISP is throttling your BitTorrent downloads. This might be an indication for your ISP throttling / blocking P2P in general.