When I was trying to get multiplayer to work on my Vista laptop, it literally took me about two days and a call to my ISP provider...but hopefully it won't come to that for you.
First off, you will want to forward port 2302 (and probably some others around that number). If you have a land-based connection, this shouldn't be too much of a hassle - just google 'port forwarding' if you don't already know how - but if you're using a wireless router you might have to set up a static IP address, which can take a while depending on how cooperative your router is.
Come to think of it, just go to http://www.portforward.com. It gives instructions on port forwarding for pretty much any router/firewall ever made.
