Windows Firewall
Open the Windows Firewall, from the control Panel, and goto Advanced.
Select your Network Connection you want to allow connections from, under Network Connection Settings, and then click the Settings button.
Click Add. Give it a Description of "LFS (TCP/63392)", set the Name or IP to 127.0.0.1, put 63392 as both Port Numbers, and select TCP. Click Ok.
Click Add. Give it a Description of "LFS (UDP/63392)", set the Name or IP to 127.0.0.1, put 63392 as both Port Numbers, and select UDP. Click Ok.
Depending on your setup, this final one may not apply. I've come across a particular hotfix which appeared to change the behaviour of the Windows Firewall. Try it without first, if it doesnt work then click Add. Give it a Description of "LFS (TCP/29339)", set the Name or IP to 127.0.0.1, put 29339 as both Port Numbers, and select TCP. Click Ok.
If when you start the dedicated server, and Windows askes if you want to unblock it or not, select Unblock.
[edit]Windows ICS (Internet Connection Sharing)
Port fowarding with Windows ICS is a royal pain in the bum. Sadly there are still people that use this. I'm currently writing up a guide for this.
[edit]Port Forwarding / Home Routers
There are quite a lot of home routers out there, so giving a guide for them all would be quite difficult. Heres one for DD-WRT (I run a linksys WRT54G).
Open a browser window, and goto your router's IP address. In most situations you'll find this is your default gateway. You can find this by going to Start > Run, typing "cmd", clicking ok, and then typing "ipconfig" and pressing enter.
Click "Applications & Gaming"
Click "Port Forwarding"
Click Add
The following settings should be enough: Application = LFS, Port From = 63392, Protocol = Both, IP Address = Your Local IP Address (can be found from ipconfig, as above), Port to = 63392, and tick Enable.
Click "Save Settings"
Check out PortForward.com for a guide for your router.
Hay te explica como abrir los puertos y que puertos, asi podras crear partida y te vera tu amigo para poder jugar.