This sounds like you are behind a NAT Router.
If this is the case, what you will need to do is first ensure your machine has a static IP address. This will likely be something like 192.168.1.x. You can configure this in your router by either mapping your machines MAC address to a DHCP assigned address or just configuring you machine with a static IP and checking that that IP is not in the DHCP range.
Then you will need to configure your Router to forward inbound port connections to the local IP address of your machine. Here is an article on Wikipedia about Port Forwarding: http://en.wikipedia.org/wiki/Port_forwarding
Your best bet is to download the manual for your specific Router and look up the section on port forwarding. It is often in the section about the routers Firewall.