Secure Shell. Not really something the mainstream user would bother with.
Calibre is a multiplatform (Windows, Mac OS X, Linux) ebook management software. It has a built-in content web server which you can turn on so you can view your library and download your books using a web browser. It also generates RSS/atom feeds compatible with Stanza. I've found it to be a much easier method to get ebooks from the desktop to the iPhone. Stanza for desktop (Windows version, at least) is still very much a beta product.
One tip if you do install Calibre, create an empty folder where it can store its library. Don't point it to the same folder that contains your ebook collection, especially if you have it arranged nicely. Currently, Calibre creates folders and renames files based on an internal fixed structure:
Author\Book Title (Calibre Index Number)\Book Title - Author.ext
As for portforwarding - assuming you didn't copy over your entire ebook collection to your iPhone, enabling portforwarding on your router for the Calibre server will allow you to access your Calibre library when you're on the go. Of course, you have to leave your computer on for this to work.
DynDNS is for convenience. When you're connected to the internet, you get an internet IP address such as 61.129.236.64. Now unless you have a static IP address account with your ISP (usually for businesses only), those numbers can change and it's pretty frustrating to have to keep track of your IP address and to constantly change the address of the online catalog within Stanza. If you get a free account with DynDNS (or similar), you can get a host name such as alanbaxterebooks.dyndns.org so instead of using
Code:
http://61.129.236.64:8080/stanza/
or whatever your IP address might be at the moment, you can use
Code:
http://alanbaxterebooks.dyndns.org:8080/stanza/