Around christmas I hooked my DSL connection to a router so every PC on my Lan could use it. Today I wanted to play a game of Star Wars: Rebellion over TCP/IP connection but neither could I connect to the other machine, nor could he see my IP adress. I did give him the Internet IP, not the one my computer got from the router.
The router is doing Network Address Translation (NAT) and will block any incoming packets that are not coming in on certain well-known port numbers. You will need to find out what ports your game uses, then open them on the router so that they are mapped to your PC’s internal IP.