Opera Unite installs a web server on the user's computer and allows it to be accessible with end-to-end connectivity to the client - without port forwarding in the case of those behind routers. From what I have looked around, it does it by the NAT Traversal methods in the cases where its possible, otherwise uses a proxy server. This http://dev.opera.com/articles/view/opera-unite-developer-primer/ tells how they do it.
Could anybody throw more light on how is this possible? It is more like a peer-to-peer connection if they are using the NAT Traversal methods like STUN, TURN and ICE.