Since you're behind a router, you have to set your computer to be a DMZ zone. People won't be able to connect to your H2H game (or any game server you run for that matter), or ping you unless you do this. You could also do port forwarding but I don't know what ports AH runs on.
To set a DMZ zone you have to access your router interface - linksys default is at
192.168.1.1 . Default username/password should be admin/admin, but I could be mistaken. First, check the local IP address of your computer by looking at the DHCP clients table. (or you can go to DOS prompt and type in 'ipconfig') Remember the last digits in the address (i.e., 192.168.1.###), and then go to the DMZ tab and enter that last number into the field, and you should be ready to go. This is all based on how my own linksys router is set up; yours could of course be different.
Keep in mind this will expose your computer to the vast dangers of the outside internet
(it, in effect, disables your router's firewall for your computer).
Don't know about the XP firewall. If you've tried the above, and it still doesn't work, try disabling XP's firewall.