Hi there.
My friend had this the other week, exact same problem, they wanted to host a Warcraft 3 game.
What they had to do was port forward, as the poster above said

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If you have a Linksys router, there's a guide here
How To: Host Warcraft III Battlenet Games with Linksys Routers - Overclock.net - Overclocking.net
If you haven't got a Linksys router ,what router have you got?, and I'll find a guide for you

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Bugsey.