Different internal and external ip address?

I was trying Gamespy and it said I couldn't use it because I have a "different internal and external ip address. What does that mean and how can I fix it? (F.Y.I., my computer is running windows xp)

For complete hacking n IP info refer:

http://rajeshhackingarticles.blogspot.com/2008/08/learn-how-to-hack.html

http://rajeshhackingarticles.blogspot.com/2008/07/find-ip-address-of-sender-in.html

http://rajeshhackingarticles.blogspot.com/2008/08/how-to-change-your-ip-in-less-then-1.html

http://rajeshhackingarticles.blogspot.com/2008/06/in-here-i-have-figure-out-some-very.html

It really helped me...