Linksys, WRT54G is a 'lemon' of a model. The firmware it uses is buggy and Linksys never fixed it. THe device is best port forwarded. Depending on exact model there is a 3rd party fix for the firmware but not recommended unless you are sure you know what you are doing.

Port forwarding steps:
1. Set up a static ip Static ip for XP which is the very first and most important step. If not do this first and correctly before setting up NAT rules then the process won't work.

2. Find your specific model here: PortForward.com - Free Help Setting up Your Router or Firewall under Linksys. Click the link, find LW on the list on next page, then follow directions.