You need to set port forwarding in your router's configuration to open up those specific ports.
Check your router's manual. Usually, to access the setup, you type in "192.168.xx.xx" in the URL for IE (or any other web browser). Then in the setup, you need to find the section where there is port forwarding. Enter in those ports that need opening and save the settings. It should run properly now.
As for the Call of Duty problem, make sure that you search under LAN games, not Internet Games.
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