That means you are most likely behind a router/firewall. If you are, tell me the type of router you have (Linksys, D-Link, etc.) and the model number of the router, and I can give you a step by step on something called "port forwarding." Basically what port forwarding does, is it opens the ports in your router's firewall, allowing information to reach directly to your modem and then client, instead of going through the router first. Hope I could help.