First off, use this site;

http://portforward.com/routers.htm

Identify your router and follow the instructions...

Now, a bit that WASN'T included in the tutorial that I had to figure out myself before it started working..... Tho this is *possibly* dependant on your router - I have only had one router so I don't know about any others....

On my old set up, my router had it's own IP address, lets say 192.0.0.1 - I had 2 PC's connected and eahc PC had a different IP address. Mine was 192.0.0.12 and my sisters was 192.0.0.9

What I had to do in the router settings when opening a port was point the port at the IP of my machine : 192.0.0.12 - Prior to this I just opened the a port (for arguments sake the port number was 6885) but this was just a random opened port. The router didn't know to flow info from this open port to my particular machine, which is why I had to point the port to my machines own IP addy.....

Once I did that it worked fine....

Just to be safe I opened UDP and TCP ports....