In Internet Explorer, or any web-browser, go to
http://192.168.1.1/
The default username/pass for most routers is admin/admin.
From there, go to 'Advanced' (if it's a Linksys/Network Everywhere). On that screen, you should see a tab labelled 'Port Forwarding'.
Do as CoLD suggested, and try opening port 6112 and 6113 for starters and make sure you save your settings. If it still doesn't work after that, try putting the other numbers up to 6119, but when I had that problem, I only had to open up 6112 and 6113.
Please be sure to report back as well sir.