Make sure you only have 1 router. Sometimes the box the Cable/DSL company puts in is also a router and many times people also will install an Airport router or Lynksys or Netgear etc.
Check to be sure you only have one Router.
Make sure your Firewall in the "Security Control Panel" in "System Preferences" is OFF
Then go to here. Read the fine print for links to good instructions. If still stuck write back with make of router etc.
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