Firewall

I have recently starting using a Zyxel DX3301-T0 router, after using a Draytek for many years. I use Norton 360, and yesterday, during a scan, it reported 'Device is accessible from the internet' and urged me to use the Norton VPN. I tried this, but Ebay would not work with it. I then changed the routers firewall from medium to high. The picture doesn't make a lot of sense, as it suggests that on the high setting LAN to WAN, and WAN to LAN are both disabled (unless I am misunderstanding it). Is there anything I can do to address this?

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DX3301-T0