Is Media Server running? You can test it from the same machine.Click on this link to start Panel:http://localhost:52199
Sounds like it's being blocked by a firewall or something.
Media Server is what allows apps like JRemote to connect and playback media. It's built-in MC and requires Media Network to be enabled (and nothing like a firewall blocking it, or else you'll have issues connecting).
Firewall on the router is another possibility and would be the first place to check. Try forwarding port 52199 and see what happens.
Your modem manufacturer should tell you how to do portforwarding.Read about [url=http://wiki.jriver.com/index.php/Network_Access]Network Access[/url] on our wiki.