Hmm, if you're using a router make sure that the ports are being forwarded correctly (usually UDP). Or you could just set your computer to be the DMZ, that way all traffic will flow to it; if you do that though make sure that you're patched and have any ports that you won't want open blocked by a firewall on your PC.
Also, don't forget that the DSL modem itself may act like a router, in my case (Cisco 678) I had to telnet into the modem and tell it to forward all TCP/UDP ports onto my real router before I could get things through to my workstations.