Well, first make sure uPnP is enabled on the router, since iChat relies on it to build up the connections.
But sometimes, it just fails. For example, I've never been able to send files to friends of mine that live on-campus at some schools. I guess something in that network configuration, or their firewall, prevents it.
What version is your router firmware? DO NOT update to the latest firmware, as it appears to introduce problems with Macs (Linksys is working on it, so a fixed updated version should appear soon).
tooki