Help with PIC+Internet project

[amgen]

at first i thought i could connect back to my LAN through router using the WAN (external address) because on connect, data was being returned,,,,,,,,,,but, unpluging the WAN cable to router, the data STILL continued comming.....meaning the router itself looped the connection back without exiting the LAN......
looks like real external testing needs external sourcing.

[Tina10]

I have a hosting space. Is it possible to have some kind of arrangement like some kind of code or something which can listen to the incoming data at some port and then redirect it to the routers external address at specified port?