The only thing I do know is that you can not host a server and connect to it through the master server if your server and you are on the same internet connection.
You can connect to it over the LAN, or try to get somebody external to you to connect to it. If your firewall is turned off - it should work, as long as all traffic coming into your external IP address is being forwarded to your server. This can be done two ways - 1) just forward the ports, but this requires a fairly reasonable firewall/router, or 2) forward everything to your server. The latter will be possible on most routers.
I setup a dedicated server last night and here's the lowdown (I found that gui program afterwards too, typical!).
The way routers work is a bit like this: When you browse a web page you send out a request for a particular page - you can see it in the address bar - your router sends this request to the server and waits for the reply, when it gets the reply it knows what machine on your network requested the information (even if you have only 1 machine the router still acts like it is dealing with a network of computers).
The problem with a dedicated server is that it is computers in the outside world that are sending information to you - you never asked for any information from players trying to connect.
So if you have a router and havn't configured it specifically to work as an LFS server it just wont work - the router gets the player requests to join and throws them strait in the bin - the result of this is that your server appears as [No Reply] in the server listings.
To test if this is the problem fire up your server and LFS then search the online servers and see how many machines are currently saying [No Reply]. Now close your server and refresh the list, if it's just gone down by 1 - the problem is your router configuration.
In order to setup your router you need to enter the admin panel, usually this is done via a web browser by typing in the network address of your router (typical examples are 192.168.2.1 or 10.10.1.1 or a similar value, the actual number is likely in your router manual - or you can look the value up by checking the properties of your network connections under Windows).
Once you have logged in to the router the screen you then get will vary depending upon the manufacturer of the router, my own is an obscure brand and so hardly worth putting up screenshots of. What you are looking for is the advanced setup options.
You need to locate a menu called "Port Forwarding", sometimes this comes under "NAT" or "Network Address Translation".
You now need to know the local IP address of your computer, again you can get this by looking at the properties of your network connections (this varies upon what version of Windows you have, for XP goto "my network places", "view network connections" and then right click on your active connection and goto status - i'm doing this from memory as i'm at work atm on an Apple Mac ... but in the status panel somewhere is the IP address of your computer which is probably 192.168.2.x where x is a number between 1 and 255. You can also find your router address in here).
Setup your port forwarding for the port number specified in the gui setup program for your server to forward all inbound requests on that port to your machine (LAN IP) number.
Most routers will ask whether to forward on TCP or UDP data. You need to forward on BOTH types of data as LFS connects via TCP and plays via UDP. Setting up just one or the other doesnt work.
Save your router settings, fire up the server, fire up the game, and connect to your own server and play god .
Yes it is only 1 port. Multiple connections can exist on the same port - I dont know why some programmers feel it necessary to write their games across multiple ports it just doesnt make sense to do this from a security point of view - but some programmers do... They're strange people and should be shot - thankfully LFS uses just the 1 port, which is how all multiplayer games should be written. /opinion off
The LFS developer's brilliance runs even deeper! You can choose which port number you want, and even run multiple hosts on the same machine!
The thing to remember when setting up port forwarding is that you open TCP AND UDP, IN AND OUT for the port number or numbers of choice. That way your only concern is bandwidth!
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