First of all, tell us, which router you use. Most commonly, it is Coyote or Trendnet. If it's trendnet, take a look at these port forwarding manuals:
http://www.portforward.com/trendnet....
http://www.portforward.com/english/routers/port_forwarding/Trendnet/TW10...
http://www.portforward.com/english/routers/port_forwarding/Trendnet/TEW...
http://www.portforward.com/english/routers/port_forwarding/Trendnet/TEW...
http://en.wikibooks.org/wiki/Port_forwarding_for_...ndnet_TW100-S4W1CA
For coyote, you have to telnet to it. For telneting to router,
Start -> Run -> telnet 192.168.0.1 (whatever your router IP is). After you have successfully logged in, read
Coyote Linux FAQ. In case you use some other router, take a look at this
page.
Be sure that your ISP allows you to use ports and has opened them.