Gamespy problem

I just set up a new comp for my brother to play online with. So I got the internet connection working and installed the game (mohaa). I go to gamespy to test the multiplayer and I can't join a game. I know it has to be a firewall or proxy problem, so I used the help they suggested but it doesn't apply to me. I don't know how to fix it, (opening the correct ports or at least allowing the program access). The comp is using a shared connection. I am not using norton security or any other software firewall that I know of. My comp ( not this one) uses a line from the same router and works fine for online play on gamespy, which makes me even more confused. Any help greatly appreciated!!

antec 350w psu
xp 2000
asus a7n8x deluxe
512mb pc2100
ati radeon 9500 pro
wd 80gb caviar special edition
16x dvd
creative megaworks 550
nec fe991sb-bk

Ok, I have a cable modem which is connected to a linksys router which is where I am running the connection from. I have my comp connected to the same router and can play on gamepsy fine, but I don't know how to get the new comp to do the same. I think I need to open the correct ports but don't know how. Thanks for responding tomahawk


antec 350w psu
xp 2000
asus a7n8x deluxe
512mb pc2100
ati radeon 9500 pro
wd 80gb caviar special edition
16x dvd
creative megaworks 550
nec fe991sb-bk