Working across the internet

[Kian]

Being a complete newbie to this network programming malarky I have been working my way through the example programs and have managed to work out what each bit of the code is doing.
Everything works fine on any machine plugged directly into my router but comes unstuck when using wireless or trying to connect from elsewhere via the net.
I have tried using both my local and external ip addresses but cannot get the client to connect.
Any advice would be greatly appreciated.
Kian

Edit: The chat program is working using my wireless connection using the local IP from my Linux laptop, but not the Windows one.
        On windows I am getting the message to say that I am connected to the server with local IP but nothing further.
             A firewall problem, maybe ?
       Am getting the same problem using Windows + local IP connecting across the net from elsewhere.