First make sure you're connected to Wifi.
To find your ip address, click "Network Play-Wifi Buddy" and select Player 1.
It will print out your ip address and hit cancel.
Now, you need to configure your wireless router to forward the port 9919 to this ip address.
Here is a useful youtube video
http://www.youtube.com/watch?v=1DSDbvtVIaA (only need to watch till 1:20)
If you have more than one wifi device, your ip address can be changed next time you connect. So, it' better to assign/lease a static ip address to your phone.