for Dogz and anyone else that can use it..
Log into BEFSR41 with
http://192.168.1.1 ( ithink that's the default)
Select 'Advanced' tab and the 'Forwarding'
You need to know the local IP for the pc that will be running the server, which you can get from IPCONFIG.
When you go into Forwarding you should see a couple of boxes for port ranges and also a place to enter IP address on each line. You may also see a selector that lets you set TCP/UDP or both.
In the first line set start port as 12203, end port 12203, UDP only and add your PCs IP address
Next line set start 12204, end port 12218, UDP/TCP (both) and add your PC address.
Apply to save these settings. Once you restart the router it should allow these ports through to your PC so others can join the server. They still won't see you in gamespy with these basic settings, you'd need to give them your external IP. (ie, the IP of your cable modem from Virgin/NTL)
That should get you started, more info can be added as you run into snags.