depends if it's on the upstream or downstream side of the router. upstream can only be done by your isp. downstream is in network properties. probably also need to forward ports in the router to the game computer.
for the downstream side of the router:
right click "my network places"
click "properties"
right click "local area connection"
click "properties"
double click "internet protocol (TCP/IP)
click "use the following ip address"
enter 192.168.1 100 in the "ip address" boxes
the "subnet mask" boxes should fill automatically with 255.255.255.0
"default gateway" depends on the router but usually is 192.168.1.1
enter the ip address for the isp dns servers. your isp can tell you.
these are general instructions. each router manufacturer has a unique setup.
possibly the ports the game uses to access the internet will need to be forwarded to your computer and that'll be inside the router. access your router from your browser with
http://192.168.1.1. enter the password and find port forwarding. enter the port range number and your computer's ip address, i.e. 198.168.1.100. click the enable check box, click the save button.