I have a program running that allows me to view some information on my PC from any web browser. It works perfectly when I connect through localhost. The program is configured to run through port 9999. So connecting to localhost in a browser brings it up fine. However, connecting to http://[My IP]:9999 does not work. I pinged the IP I was using, and the result was <1ms, so it must be my external IP. I turned off the Windows firewall and bypassed my router/firewall so they are not the problem.
If anyone could help me with this, I'd greatly appreciate it.

I'm running:

Windows XP Service Pack 2 (5.1 build 2600)
MSI K9N Neo-F Socket AM2 motherboard with NVIDIA nForce Networking Controller.
If you need more specs, tell me and I'll get them.

Hi tony,

Have you put a port forward in for your router for port 9999 to your internal ip address?

Yes, I even bypassed my router completely (plugged in directly to the DSL modem).

What is the remote access program your using this may help us workout whats going on

It's called PlayerPal (PlayerPal #1 Web Remote for iTunes & Web Remote for Windows Media Player). If it's running on your computer, you can connect to the computer's IP in a web browser and listen to your music from there. As I said, it works if I connect using localhost, just not via my IP.