UPnP

If the port mapping is unsuccessful and you have a UPnP compatible router, make sure:

UPnP is enabled. Consult your router's documentation for instructions. If your router doesn't support UPnP, you will have to forward manually.
DMZ mode is disabled.
The port has not already been forwarded manually.

If you are still having problems, open the message log (in the Window menu) and post the debug output on the support forums.

Airport

If you have an Apple Airport, make sure NAT-PMP is enabled. To do this:

Open Airport Admin Utility
Select your base station and click "Configure".
In the "AirPort" tab, click "Base Station Options...".
In the "Ethernet Port Security" tab, check the "Enable NAT Port Mapping Protocol" checkbox.
Click "OK".
Click "Update".
NB: NAT-PMP requires MacOS X 10.4 Tiger, as well as up to date Airport software and firmware.