I am not certain that this is the problem that Claus is having... just a suggested solution -

With the Linksys I have I log into the router

- Http://192.168.1.1
- Use the user name and poassword as refererred to in the owners manual
- Click on the ADVANCED tab
- Click on DMZ host
- Enter the IP address used by the PC you want to be exposed At that point the IP selected should be 'visible' to the world