Right, so I'm not real familiar with anything technical, and I couldn't get this to work, but I think it has something to do with the port forwarding. I went into my router's (Linksys WRT54G) configuration and I got the gist from wiki's article on port forwarding I'm supposed to put in under Port Range forwarding the same port numbers in the "Start" and "End" boxes
http://i4.photobucket.com/albums/y146/jplaunty/port.jpg
Amidoinitrong?
So I get all the way to the part where in the guide it says to open Pxi-client and then create and log into an account, it says something about a failure to redirect DMS...and then it shuts down 10 seconds later.
EDIT: that pic is kinda wrong. The guide says "54001 and 54002 TCP, 54230 UDP and TCP by default, so those will need to be forwarded to your machine. Also forward port 51220 to be safe." so I did TCP on 54001 and 54002, "Both" on 54320 and 51220.