The information below will assist you in setting up your Zoom X4 Modem with iCu2:

On iCu2:

Go into Tools - Options - Ports

Switch from Direct to Network

In "normal" and "network" areas make sure both areas say:
Primary: TCP 2000
Secondary: TCP 2001

Also take note of your "IP address"

You then need to log into the Virtual Server Area of the modem's admin section and setup virtual server rules/entries that send:
TCP 2000 to the IP address you took note of
TCP 2001 to the IP address you took note of

From what I can see (at http://www.adslguide.org.uk/hardware/reviews/2003/q2/zoom-x4.asp), once into the Virtual Server Area, you should make two entries that look simliar to this:
 
ID:          Public         Private      Port Type        Host IP
1             2000            2000           TCP             (ip you took note of)
2             2001            2001           TCP             (ip you took note of)
 
Remember to click "add this setting" after making entry 1, and then click "add this setting" again after adding entry 2.

If you have any problems/questions regarding this, please contact Zoom Support for help with their Modem.