Not really .NET specific - you'd run into the same problem regardless of the
operating environment.

Reading the subtext of your message it sounds like there's a cable modem
doing "NAT". Unless you specifically set up your modem to pass packets from
an external IP address/port to an internal IP address/port the packets will
be filtered out. That presents two problems:

a) the client has to be set up with a internal static IP address (not a big
deal) and
b) you have to know what external IP address the client has at a specific
time. That can be a bigger problem and, from little understanding I have,
the solution is signing up with a "Dynamic DNS" provider, basically an
external website that keeps track of what IP address you have today.

On the other hand, if the server already knows what IP address to send data
to (because it received a request from that address) only problem a)
remains.

Andrew