You need to forward the port 6112 on your router.
Most Home routers have a Web Based Admin Page.
To know your routers address right click on Network Neighborhood
The network adapters page shows.
Right click on your Ethernet adapter.
Select the Support Tab.
Write down your gateway address and your IP Address.
Or do, Start>>Run
Type CMD on the box.
On the dos window type ipconfig
The gateway address will show up on the information presented as well as your ip address.
The gateway is your router.
On a web browser type : http:://xxx.xxx.xxx.xxx
Where xxx = Your router addy (DOH!)
Your admin page should show up.
Based on your router you should be able to login and go to the Port Forwarding section.
Add port 6112 and when you add it you should see a box for the address that it will be forwarded to. Write your IP Address in it and save the changes.
If you live on an area where you dont control your router.
Enable UPNP ( Universal Plug And Play )
Go to control panel.
Add Remove applications.
Select the Add remove windows components.
Go through the network components and check the box for UPNP.
You might or most of the time will need your Windows Disk.
Once installed reboot and the port should be opened automatically upon application requests and close when not needed by the router.
If more than one person is playing from the same house , port forwarding might not be your best answer.