If you want to host a campaign of AI War, you'll need to make sure that your machine is accessible to the other players. The simplest way to do this with most firewalls/routers is to set up port forwarding for the lone UDP port used by AI War (you can see and change that port in the Settings tab of the game).
If you are unable to configure your firewall for whatever reason, consider using a free
VPN solution like Hamachi, which is free for personal use: https://secure.logmein.com/products/hamachi/vpn.asp
If you're playing with people you don't know, however, we strongly recommend that you just open a firewall port.
Note that usually clients do not need to open any ports, only the host does.
