Basically what these guys said.
DMZ your computer is visible to the entire internet, not really recommended.
It's probably better to use port forwarding. For Warcraft III you need to forward port 6112, this process varies by manufacturer and model.
For Linksys you simply look for port forwarding under the advanced tab and the help should be all you need to set it up.
For Belkin port forwarding is listed as virtual servers.
To find your IP address and the routers you'll need to open up a command prompt. Click start, run, type in cmd and hit enter. Then type in ipconfig. The default gateway is your router and the IP Address is your address on the lan.
To access the router setup just plop it's IP into your address bar, may need to check your manual for the default login. If it asks for a target address or some such that would be your computers own IP.
That should pretty much take care of it.