Alright, parts of what people have said are true. But to make sure that you can host -
Go to command prompt, type in "ipconfig" without quotes, the "Default Gateway" is the IP address of your router that you're connected to.
Type that IP into your web browser.
Type in the admin/password combination you setup, or came default by your make/model of router/hub/switch, whatever you have.
Now, go to the routing page, - go back to the ipconfig, forward ports 6112 to that IP that is specifically your current connection.
Hit apply.
Wait about 30 seconds.
Enjoy hosting games.