Most routers should have some kind of set up program/interface, that is either installed on your computer, or via a web browser when pointed to the IP of your router, have a look at the manual for the router and see what it says about accessing this. Or you could try the linksys website for a manual.
Then, in theory, you just need to find port forwarding or DMZ in the routers config menu, and input the correct ports an IP address for the games you are playing.
There are 2 Linksys routers listed in the SFC3 network readme, it might give you some idea on where to look to configure your router.