More than likely you have to go to the "forwarding" part of your router setup and forward the corresponding ports.

The following three links contain some detailed information about which ports to forward and more. Each link has different, but very helpful information to explain and help guide you through the process.

http://www.practicallynetworked.com/sharing/app_port_list.htm#zone

http://www.practicallynetworked.com/support/gaming_help.htm

http://www.dslreports.com/forum/remark,1202066;root=equip,16;mode=flat