You may also need to set the option to "allow remote administration/configuration" in your router first and possibly tell it which port to listen on. Port 8080 is common. So, in addition to what nhasian said, you might end up with an address that is xxx.xxx.xxx.xxx:8080.
Some routers add a little more options. I have my router set up for remote administration only on weekdays between 7am - 5pm and only from my work address. This along with a strong password makes it difficult to get your router hacked.