If you want to host game servers, an FTP or webserver, or need any other direct access to your computer, and have a router, you need to forward the data to your desired host computer so that users from the outside can access it. This is usually done by two means, port forwarding or setting a DMZ (see definition below). This guide will cover changing the settings of an AT&T 2Wire Gateway (running version 18.104.22.168 software) to make one of your host machines a DMZ. If you know what specific ports your application(s) will need/use you can utilize port forwarding instead to reduce external access to your machine.
What is a DMZ?
"In computer security, a DMZ, or demilitarized zone is a physical or logical subnetwork that contains and exposes an organization's external services to a larger untrusted network, usually the Internet. The term is normally referred to as a DMZ by IT professionals" - Wikipedia
Step 1: Accessing your Gateway
Open your web browser (Chrome, Firefox, Safari, Internet Explorer, etc) and in the address bar type: 192.168.1.254 and hit the enter/return key
Step 2: Opening the Firewall Settings page
You should now see the home screen that looks like this
Click on the "Settings" tab, then click the "Firewall" sub-tab
Step 3: Editing your Applications, Pinholes and DMZ settings
At the "Firewall" tab click on "Applications, Pinholes and DMZ"
Select the PC/device in the list you want to configure the settings for, then go down and select "Allow all applications (DMZplus mode)", then click Save. You should now see the success screen
Step 4: Renewing your PC's IP address via DHCP
Seeing this leaves the only step of renewing your IP address, this differs from operating system/device
eHow.com shows how to renew your IP in Windows 7
Cyberciti.biz article on renewing IP in Linux
About.com explains renewing IP address in Windows XP