[glouch]

edit: I'm not sure if you mean setting up a local connection to host stuff or a dedicated server. If it's the former, this should work, but I'm not very familiar with dedicated servers so someone else will have to help you.

this website should be useful: http://portforward.com/

figure out what kind of router you have and select it from the list on the website, skip the ad that pops up, click on killing floor and follow the instructions on the page.

Basically what you're doing is setting up a static IP address for your computer, fiddling around with your router settings and opening some ports, and theoretically everything should work.