Generally, the reason most people can't host a wizard game is because they are using a wireless router and the router's firewall prevents communications on port 28888, both in and out. There are instructions at the following URL on configuring a D-Link and Linksys router to open those ports.

http://home.cogeco.ca/~wjohnson2/Dougs_Web/Wizard/DougsWizardPage.html