Hosting and Joining with 2 PC's connected to a router

What game? Checked to see if windows firewall or any other security software might be blocking the connection? If it's an older game, do you have the correct protocol (IPX?) installed?

Are you using battle.net?

You need to open the appropriate ports in your firewall to be able to host games. I think it's 6112 or something like that, and for each computer you need a different port. So something like 6112 and 6113 I think.

If you google a bit you should be able to find the Blizzard faq that tells you exactly what you need to do.

I'm not sure if what you want to do will work, just due to the way NAT works. Typically, you can't access NAT'ed services from the LAN side of a router. Because Blizzard chooses to route everything through Battle.net, this might be where your problem lies.

But as I said, I know Blizzard has a FAQ floating around and it should be able to answer your question. I googled for it, but couldn't readily find it.