The feature "Filter Internet NAT Redirection" has been introduced in the BEFSX41 firmware 1.5x.x. You would need to upgrade your router to see this feature. If you are willing to give this a shot, I would strongly recommend the firmware 1.51.00 which you can find at the thread below:
»[wired] BEFSX41 Firmware 1.51.00 - POST YOUR RESULTS HERE
As for the location of the feature. You would need to look into the "Security" tab. Remember that the GUI has changed a lot between firmware 1.4x.x and 1.5x.x.