If you're running a Cable/DSL router:
Start -> Run -> "command"
Type "ipconfig"
Click on the little "C:\" button on the upper-left, then go to Edit -> Mark
Select the IP address next to "Default Gateway" and hit Enter
Open a browser, paste that IP address into the address bar
You should now be able to access your router, you may need a user/pass though (most have a default user/pass of admin/admin or admin/pass.. may need to google or read the manual to find yours)
Once you have access, look through the settings, there should be a port forwarding section somewhere. When it asks what IP to forward the port to, use the "IP Address" listed in ipconfig.