It's in the FAQ! You know know the big red button on the top bar!
Having said that, more than likely that won't work and you'll have to wait for the NAT-T (NAT traversal) "tunneling" netcode of version 1.1 before you'll be able to host.
Also, you do know that TCP 6000 is already in use by SINS for ICO.
thanks,
the Monk
P.S. Putting in some (even a very little) of effort in finding your answers
before posting would be the courteous thing for those of us who offer up so much of our time to answer posts that actually REQUIRE an answer.