This usually means that your router isn't set up to handle "UPnP". Do a search for your router model and "enable UPnP" to see if it supports it, and how to turn it on.
If you can't get that to work, you might need to forward a port. In your router settings, find the feature for "port forwarding" and add a new forwarded port for port 6464 (TCP and UDP) to your computer's IP address (also port 6464).