Check "listserv" in the console. Normally, your server is supposed to be on Port 5029, but for some people (like me, for some reason - it didn't happen long ago when I hosted) it will randomly switch to some other port. You'll have to forward that one instead. And then the next one it randomly switches to next time you open SRB2. And the next time.
Unless there's some way to solve the random port issue, then please, please tell me. :\