1. Right click My Computer, select Properties
2. Click Advanced tab
3. Click Environment Variables
4. Under System Variables, select Path, then Edit.
5. Add at the end of the lower textbox your path to the java etc ";C:\Program Files\Java\jre6\bin" semicolon must be there.
Kudos to Stigern!
Indeed, either you have a router and require to port-forward on it. (Look around for the model number, and name of the brand for your router, and keyword Port Forward.) Alas a firewall/anti virus may be in the way also.