U must setup corectly if u use a router , but I advise u to try first on local network , and after online... But for local work the router setup is not important, only is important to connect server PC to an swich/hub, or router, otherwise u will see popup with sockets error...

:P
Are working ur server corectly on local network??? If yes ...and want to connect via intrnet and appear errors ... is other talk...
DOOMNEZEU