If you have a router and they try to connect to you, it probably won't work. You have to connect to them, I think. If they have a router then it's going to be hard.
However, this is because of dynamic IP addresses...I have a router too and I only have trouble connecting to one person, and that was because he had a super old version of AIM (he upgraded now and it works perfectly.
Connect to me (sn in my profile). I bet you it will work.