Most decent routers do not need rebooting when you change the firewall policy
And you're probably doing it wrong if you're expecting GhostWall itself to send packets out - firewalls don't do that
If you're on Vista/7, there's the built-in Advanced Windows Firewall buried somewhere in administrative tools, I think - it's pretty nice for a default Windows firewall
But as Mirage said, your existing router (assuming you're on a normal home connection and not on a uni campus) is probably doing what you want already as part of it's NAT functionality, if you've not set up DMZs
EDIT: Just saw your reply - in your case, I wouldn't expect GhostWall to see everything, especially stuff to/from the PS3, since it's a low-end personal firewall, and those things tend to have issues with inspecting traffic going
through the Windows machine rather than to/from the machine itself. I don't see why the PS3 has to go through the laptop to get to the internet and not go to the router directly as per the normal setup.
If anything, DMZ the PS3 machine instead of the laptop if you don't know how to get the port forwarding working