See portforward.com for directions on how to port forward with your NAT/router device.

If your relay is running on a internal net, you need to setup port forwarding. Forwarding TCP connections is system dependent but the firewalled-clients FAQ entry offers some examples on how to do this.

Also, here's an example of how you would do this on GNU/Linux if you're using iptables:

/sbin/iptables -A INPUT -i eth0 -p tcp --destination-port 9001 -j ACCEPT

You may have to change "eth0" if you have a different external interface (the one connected to the Internet). Chances are you have only one (except the loopback) so it shouldn't be too hard to figure out.