Network sharing "Question"

Hi,

I'm trying to set up connection sharing in fedora 15 to a windows machine I have the following set up

Modem to Router
Router to Linux machine "Wifi"
Eth0 set to share the connection.

I get Internet on the windows machine no problem, then issue is when hosting a game server on the
windows machine no one can connect to my server, by my external ip.

I've been reading information on using the Linux box as a gateway using iptables and MASQUERADE
but I wouldn't know where to start.

any help would be greatly appreciated!

Kindest, regards