ROUTER HOWTO:
Playing PES4 PC online behind a router works perfectly, u just need (you MUST do it for being able to host or join an online game) to forward the UDP (and not TCP) port 5739 (port can be changed in PES4 settings) to you local ip adress (usually, "192.168.0.x" or "192.168.1.x").
To do that, open FireFox (or Internet Explorer if you are using that ****) and go to your router's ip adress, ex:
http://192.168.0.1 (of yourse, your router's ip adress can be different, but often it's "192.168.0.1" or "192.168.1.1"). Then you'll be asked a password and username, the defalut ones are often "admin" and "12345" or somethnig generic like that, anyway, they must be somwhere in the manual.
Inside the router, you need to find an option called "port redirection" or something else (it can change depending on router's brand), and there you will be able to forward a port to a ip adress. By default, the UDP port you must forward (it's the one PES4 uses, unless you changed it in the settings) is 5739, and it must be forwarded to your local ip adress (the one that is shown in the online menu in PES4). You can find more infos on how to forward a port in your router manual...
In the game u'll still see you local ip, that's just normal, but if you host a game, the client will be able to join you using your external ip adress (which you can get here (if you don't have a static ip, it will change each 24hours, so you need to recheck it every day):
http://www.whatismyip.com/ ), and of course joining a game isn't a problem either...
If you have a software firewall (including windows xp's firewall), just shut it down before playing (or somehow manage to open or forward the UDP port 5739), I don't have experience with software firewalls, so I can't help).
