You need to forward your listening port. Whatever your listening port is in LW's
options...that's the number you need to use when setting up port forwarding. Check out the link below for more info.
Port Forwarding for the Linksys WRT54G

You'll also need to make sure that you've set up a static IP address first. That link above will give you further links to static IP setup

The WRT54G is a "lemon" in that it has firmware problems & Linksys never fixed it. It is totally unreliable run in UPnP mode. Port forwarding as Birdy suggests is the best option. There is a 3rd party fix to the firmware but not recommended unless you know what you are doing.

Very important with port forwarding is the order of steps:

1. Setting up Static ip for Windows XP is the very first thing you must do (as pointed out by Birdy).

2. Forward both TCP & UCP ports within the router.

3. Set LW to manual port forward & is described in above link Birdy gave you. (this can be done 2nd)