Why my IP address is not visible to other players?

If you have tried to act as a host of a game that is to be played on the Internet, and have delivered to other players your IP address as advised in the FAQ article How can I identify my IP address, but none of the other players see the session you have created, please note that the following situations are likely to cause problems:

Note: Even if one or more of the above conditions (excluding the firewall, which must be modified to allow traffic with certain ports) are true, you should still be able to join games hosted by someone else.

Related links:
Overview of multiplayer games
Setting up the game
Specifying options for the multiplayer game
Joining a session in progress
How to configure a firewall