Ive noticed something that is coming up more and more as people get their own home networks linking their router, computer, printer, laptop, xbox, webcams, etc etc. Some with proxies.
When you start a Network Server on your machine, it might tell you something like you have started a network game on 192.168.2.101 port 8888. Any IP address where the first group of numbers is 192, 172, or 10.
An address like that is the internal IP for the LAN (local area network). It is not the IP players need to connect. Telling them that IP is like shouting "Im in the bedroom" when they need the house address. One way to get the address that your system uses out on the net is to use a program such as ifconfig (which comes with windows and linux).
Or to check a site such as
http://whatismyip.org/ with your browser. That site will tell you the IP it sees you coming from. That should be the IP that your friends use to connect to your game.
The reason I mention this here is I want to annotate that the game might want to give a more involved response to aid in setting up a server game.