You likely need to set-up port forwarding to be able to host. This is a common problem and has been discussed before here - you might be able to search and find those threads. You need to forward at least ports 6112 and 6113 to your machine. There is some discussion of other ports also being needed, but I have hosted successfully with only those two forwarded. If you have a Linksys router, you need to log in (no user name and "admin" as the password are the defaults), click the advanced tab, then click the forwarding tab. Enter those ports and the IP of your machine as necessary. You can get your machine IP by selected start | run and typing command to get a command window, then typing “ipconfig.†The exact menus will vary depending on you make and model of router, as well as your router firmware version, so you may need to hack around a bit to find it. See how far you can get using the above and let me know if you need more.
Eric