You mean connecting to a computer behind the airport router from a computer on the internet? You'd have to open the port(s) used for the services you need. I don't actually have an airport base station myself, but I assume it is done with the Airport Admin Utility or whatever it's named
Here's a list of ports used by protocols Mac OS X uses:
Yes you use Airport Admin Utility to configure the base station to pass whatever port traffic you need to a fixed IP on the wireless client. What kind of connection did you want - File Sharing, FTP, Timbuktu,...? See this document for more details:
On a related issue, is there a way of setting up a port, so that you can host games, such as diablo2? I haven't been able to figure out a way of doing this, if it is possible at all. Thanks in advance.