If you can connect from the LAN (I'm assuming the server is set up on linux so you can play on your XP machine), but not from the internet, I think you need to add the 'real' IP address to your startup line.
On your LAN, the linux box probably has an internal only address, such as 192.168.0.5, but the address other people need it the one assigned by your ISP.
If you ISP assignes you the IP address of (for example) 126.96.36.199, you would need to add +ip xxx.xxx.xxx.xxx with the xxx.xxx.xxx.xxx being replaced with your ISP assigned IP address.
Its been a while since I've hosted a HL server, but one thing to remember is to open up the ports on your broadband router (I hope to hell you have one of these) so people can get in. Can't remember the specific ports off the top of my head, but do some searching and they're easy to find.